Quantitative trading on cryptocurrency market

Closing a chapter

This year, after so many years without PMP certification, I decided to take it, so I have invested 4 months to study, practice and obtain it. After the achieving the PMP certification I though about the next project I would like to focus, so I was thinking about it.

What do I want to do?

After thinking about so many things, I have defined 3 basis of learning that combined should let me learn, these are:

  • Block chain,
  • Quantitative trading,
  • Rescue programing skills.

The overall learning path should be around 2 years.

First Quarter

The first step is defined for the next 3 months, where the main goal is to perform the “hello world” of quantitative trading.

Following the V2MOM model:

  • Vision: perform a strategy based on moving average cross over: including backtesting analysis and comparision with the standard ratio (Sharpe Ratio).
  • Values: have fun, learn a lot, build a team with Dani, do practices and more practices.
  • Method: learn python, learn about quantitative trading principles and patterns, understand the basis of how blockchain markets work.
  • Obstacles: Time.
  • Measures: have an environment where I test a strategy with real time data from an external source. Have a list of learned lessons and experiences for blockchain, quantitative trading and python.

Death line = December 2017

 

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