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In 2023 a paper on cryptocurrencies trading using neural networks presented remarkable results, in terms of return of investment. The paper focused on developing, backtesting and explaining a complete trading strategy based on an Multi Layer Perceptron model, using 5 years of data on approximately 400 cryptocurrency price time series divided into training, testing and validation sets. In this paper that model has been run on more than a year, from December 2022 to April 2024, of data for 6 of the major cryptocurrencies to check whether it is still profitable in different scenarios used during validation/backtesting.

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One Year After “A Profitable Trading Algorithm for Cryptocurrencies”

  • 章节

  • 发表日期：

    2026年

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  • Mimmo Parente,
  • Luca Rizzuti

摘要

In 2023 a paper on cryptocurrencies trading using neural networks presented remarkable results, in terms of return of investment. The paper focused on developing, backtesting and explaining a complete trading strategy based on an Multi Layer Perceptron model, using 5 years of data on approximately 400 cryptocurrency price time series divided into training, testing and validation sets. In this paper that model has been run on more than a year, from December 2022 to April 2024, of data for 6 of the major cryptocurrencies to check whether it is still profitable in different scenarios used during validation/backtesting.