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Quantitative trading on cryptocurrency market Q3

This is the second chapter of a learning process that started last September.

Third Quarter

The third step is defined for the next 3 months, where the main goal is to define a specific strategy of quantitative trading and work on it with real money on crypto currency market.

Following the V2MOM model:

  • Vision: Have a strategy running in crypto currency market running not with a period of 2 – 3 hours, but some days (stop operating at 3m).
  • Values: have fun, learn a lot, build a team with Dani, do practices and more practices.
  • Method: learn about trading basis, do backtesting with Quantopian on stocks or Forex (analyze the results in deep).
  • Obstacles: Time.
  • Measures:
    • Make short/long decisions based on 1 hour.
    • Read at least 1 book of trading.
    • Perform backtesting with Quantopian and document the results and findings.
    • Improve and document the “mode operations” and “mode backtesting”.

Death line = June 2018

Results (July 1st, 2018)

  • Time to be accountable, let’s go…
  • I have done more than 50 operations, being May and June with negative results. July has been with 34 operations and positive global results.
  • I have learned to trade with a bearish market, and interestingly I have issues to work with a bullish market (I short too soon).
  • I have not worked with Quantopian nor tradingview on any backtesting, this was a bid fault.
  • I discovered an interesting indicator: VPCI, Volume price confirmation indicator. It really helps to indentify real moves of the market.
  • I have been able to cultivate patience during these months, but some days I did some moves that did not make sense. I have to evolve on this.
  • I finish read one of the fundamental analysis books.
  • I have started to apply the knowledge I’m acquiring on the medium term market I work on stocks.
  • Not too much.
  • I need to retake the back testing exercises and continuing the practices.
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Keep track of space

how many thousand things you can see here. It’s amaizing

http://keeptrack.space

Created by Theodore Kruczek to help visualize orbital calculations for application to Ground Based Radars and Optical Telescopes. Based on the original work of James Yoder.

All information is open source publically available information.

  • Orbits are derived from TLEs found on public websites.
  • Payload information is compiled from various public sources.
  • US Sensor data was derived from MDA reports on enviromental impacts and congressional budget reports.