An Investment Strategy to Integrate the KOSDAQ150 Index and Bitcoin Using the Rough Set TheoryAn Investment Strategy to Integrate the KOSDAQ150 Index and Bitcoin Using the Rough Set Theory
- Other Titles
- An Investment Strategy to Integrate the KOSDAQ150 Index and Bitcoin Using the Rough Set Theory
- Authors
- 박민경; 최연지; 김영민; 오경주
- Issue Date
- 2021
- Publisher
- 자연과학연구소
- Keywords
- Bitcoin; KOSDAQ150; Rough set; Sharpe ratio; Technical indicators
- Citation
- Quantitative Bio-Science, v.40, no.1, pp 1 - 11
- Pages
- 11
- Journal Title
- Quantitative Bio-Science
- Volume
- 40
- Number
- 1
- Start Page
- 1
- End Page
- 11
- URI
- https://scholarworks.bwise.kr/sch/handle/2021.sw.sch/19148
- DOI
- 10.22283/qbs.2021.40.1.1
- ISSN
- 2288-1344
2508-7185
- Abstract
- Bitcoin, the most representative cryptocurrency, and the KOSDAQ150 index have a higher proportion of individual investors than the other financial products. As they present great investment opportunities, both are found to be highly volatile as well as high-risk financial products. Based on the correlation between the two products, this study proposes a more stable and a higher rate of return trading model for trading the KOSDAQ150 index alongside Bitcoin, enabling the investors to make sound and stable investments. The study utilizes the rough set theory for the development of the investment strategy. In conclusion, it was possible to achieve higher rates of return when trading the KOSDAQ150 index and Bitcoin together than when trading Bitcoin alone. The study demonstrates how the trading of Bitcoin allows for a long term and a stable investment.
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