How We Manage a Portfolio of Crypto Assets with ML on AWS

Intro to the Crypto Industry

Graph: correlation between new crypto funds and Bitcoin price

Challenges That We Faced

  • Continuous data collection
  • Reliable and repeatable modeling
  • Execution at the exchanges
  • Market risk management
  • Security and asset protection

Solution Architecture

Architecture planning with AWS

AWS Services Used

Data

Modeling

Model example
Ticket

Evaluation

  • Train ML models on survivorship-free datasets
  • Use the models to predict and trade BTC
  • Apply CPPI framework for risk management and drawdown handling
  • Staking USDT in the case of holding a portion of capital cash
Metrics performance
Historical market stress events 1
Historical market stress events 2

Security

Conclusions

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