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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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