This paper mainly studies the most effective investment plan for bitcoin and gold

to maximize total return and minimize investment risk. Before each trading day

this paper forecasts the trading price of the day through grey forecasting and time series based on short-term data(5-15 days) prior to the trading day. According to the forecast price to judge the rise and fall of the day

this paper researches quantitative investment trading strategy

with the help of indicators such as maximum rise and maximum fall

so as to ensure low investment risk and high return. Finally

the model is applied into bitcoin and gold transactions. The case study is also performed to verify the influence of variable parameters in the model.