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.