Quantitative trading on cryptocurrency market Q1

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

Results (22 December 2017)

  • We created a set of different scripts in Python for testing specific
  • We have a script with a specific strategy that has been tested in different periods. It’s not a good strategy by the way 🙂
  • We have reviewed basic concepts as basic indicators, basic strategies, how to combine indicators, the importance of the habits…
  • We have done an analysis of the different market for crypto-currencies and this enable us to make a list of things to learn for next quarter.
  • Learns about how to manage a portfolio, manage risks and understand the level of exposure.
  • Learn about Python, how to install it, add libraries, code, visualize data, understand how powerfull is the language.
  • We not just did the “hello world” of quantitative trading, we went far beyond.

Now defining the V2MOM for Q1 !!

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