MIDS Capstone Project Fall 2019

MC2 Cryptocurreny Portfolio

The 200 billion dollar cryptocurrency market is a high growth opportunity for investors, but its volatility prevents many institutional investors from taking advantage of this asset. MC2 built a cryptocurrency portfolio that is controlled for volatility and provides consistent return.

MC2 combines the best of traditional finance engineering methods with more recent developments in machine learning.  To produce stellar results, our portfolio relies on tried and true methods for evaluating market signals while incorporating new machine learning methods to experiment with signal creation.  Our team brings all the signals together through a market neutral strategy driven optimizer.

Please visit http://groups.ischool.berkeley.edu/crypto_portfolio/crypto_portfolio/ for more information.

Last updated: December 11, 2019