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 !!