{"id":3597,"date":"2018-04-12T14:30:15","date_gmt":"2018-04-12T14:30:15","guid":{"rendered":"http:\/\/joapen.com\/blog\/?p=3597"},"modified":"2018-08-02T08:51:49","modified_gmt":"2018-08-02T08:51:49","slug":"quantitative-trading-cryptocurrency-market-q3","status":"publish","type":"post","link":"https:\/\/joapen.com\/blog\/2018\/04\/12\/quantitative-trading-cryptocurrency-market-q3\/","title":{"rendered":"Quantitative trading on cryptocurrency market Q3"},"content":{"rendered":"<p>This is the second chapter of a learning process that started last\u00a0<a href=\"http:\/\/joapen.com\/blog\/2017\/09\/20\/quantitative-trading-on-cryptocurrency-market-q1\/\">September<\/a>.<\/p>\n<h1>Third Quarter<\/h1>\n<p>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.<\/p>\n<p>Following the\u00a0<a href=\"http:\/\/joapen.com\/blog\/2010\/08\/24\/behind-the-cloud\/\">V2MOM model<\/a>:<\/p>\n<ul>\n<li>Vision: Have a strategy running in crypto currency market running not with a period of 2 &#8211; 3 hours, but some days (stop operating at 3m).<\/li>\n<li>Values: have fun, learn a lot, build a team with Dani, do practices and more practices.<\/li>\n<li>Method: learn about trading basis, do backtesting with Quantopian on stocks or Forex (analyze the results in deep).<\/li>\n<li>Obstacles: Time.<\/li>\n<li>Measures:\n<ul>\n<li>Make short\/long decisions based on 1 hour.<\/li>\n<li>Read at least 1 book of trading.<\/li>\n<li>Perform backtesting with Quantopian and document the results and findings.<\/li>\n<li>Improve and document the &#8220;mode operations&#8221; and &#8220;mode backtesting&#8221;.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>Death line = June 2018<\/p>\n<h1>Results (July 1st, 2018)<\/h1>\n<ul>\n<li>Time to be accountable, let\u2019s go\u2026<\/li>\n<li>I have done more than 50 operations, being May and June with negative results. July has been with 34 operations and positive global results.<\/li>\n<li>I have learned to trade with a bearish market, and interestingly I have issues to work with a bullish market (I short too soon).<\/li>\n<li>I have not worked with Quantopian nor tradingview on any backtesting, this was a bid fault.<\/li>\n<li>I discovered an interesting indicator: VPCI, Volume price confirmation indicator. It really helps to indentify real moves of the market.<\/li>\n<li>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.<\/li>\n<li>I finish read one of the fundamental analysis books.<\/li>\n<li>I have started to apply the knowledge I&#8217;m acquiring on the medium term market I work on stocks.<\/li>\n<li>Not too much.<\/li>\n<li>I need to retake the back testing exercises and continuing the practices.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>This is the second chapter of a learning process that started last\u00a0September. 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\u00a0V2MOM model: Vision: Have a strategy &#8230; <a title=\"Quantitative trading on cryptocurrency market Q3\" class=\"read-more\" href=\"https:\/\/joapen.com\/blog\/2018\/04\/12\/quantitative-trading-cryptocurrency-market-q3\/\" aria-label=\"Read more about Quantitative trading on cryptocurrency market Q3\">Read more<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[151,104,105],"tags":[],"class_list":["post-3597","post","type-post","status-publish","format-standard","hentry","category-machine-learning","category-python","category-trading"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.4 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Quantitative trading on cryptocurrency market Q3 -<\/title>\n<meta name=\"description\" content=\"This is the second chapter of a learning process that started last\u00a0September. 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