You're aware of the top Stock traders strategies. You know it's a Stock trading strategy eg Relative Strength. Did you forget that?
I really need to train that shit to make money I have modified the code further … For the worst I believe but let’s see. Being impatient here. I just want to x10,000 with 99.9999% max DD Merry Christmas
The main algorithm returns x170 with 57% max drawdown over ~7yrs (2,497 days) While BTC makes x60 with 70% max drawdown. That's ... 112% return per annum. That's how it "plots" against BTC.
Trying hard to add a version of the CAPM or Relative Momentum but it only make things worse. If someone has thoughts about CAPM and implementations. I am all ear.
I am also going to try a mispricing strategy. Not sure if there’s anything left though … Might be a battle for speed.
Made mistakes right from the start but letting the algorithm trade. Looks like it's about to beat the BTC ! Let's Fcking Go xD
Looks like there is no mispricing Just doing some rudimentary pinging. With 0.1% fees per transaction, not including slippage.
0.3% fees just to buy, buy then sell. I think binance is the most efficient crypto CEX. Pretty sure there are arbitrage opportunities, But I would need to consider other exchanges. Just swapping BTCUSDT from exchange A to B, But there are fees, latencies and such … They say … It’s not because you see an edge that you can trade it. Most of the time, “inefficiencies” are there for good reasons. Theory isn’t practice. Got to experiment further.