Advertisement
| crypto pairs trading strategy: Pairs Trading Ganapathy Vidyamurthy, 2011-02-02 The first in-depth analysis of pairs trading Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment houses with the tools they need to successfully implement and profit from this proven trading methodology. Pairs Trading contains specific and tested formulas for identifying and investing in pairs, and answers important questions such as what ratio should be used to construct the pairs properly. Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund. |
| crypto pairs trading strategy: Optimal Mean Reversion Trading Tim Leung (Professor of industrial engineering), X. I. N. LI, 2015-11-26 Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives. This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature. This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments.-- |
| crypto pairs trading strategy: Prisoner's Dilemma William Poundstone, 1993-01-01 A masterful work of science writing that’s both a fascinating biography of von Neumann, the Hungarian exile whose mathematical theories were building blocks for the A-bomb and the digital computer, and a brilliant social history of game theory and its role in the Cold War and nuclear arms race (San Francisco Chronicle). Should you watch public television without pledging?...Exceed the posted speed limit?...Hop a subway turnstile without paying? These questions illustrate the so-called prisoner's dilemma, a social puzzle that we all face every day. Though the answers may seem simple, their profound implications make the prisoner's dilemma one of the great unifying concepts of science. Watching players bluff in a poker game inspired John von Neumann—father of the modern computer and one of the sharpest minds of the century—to construct game theory, a mathematical study of conflict and deception. Game theory was readily embraced at the RAND Corporation, the archetypical think tank charged with formulating military strategy for the atomic age, and in 1950 two RAND scientists made a momentous discovery. Called the prisoner's dilemma, it is a disturbing and mind-bending game where two or more people may betray the common good for individual gain. Introduced shortly after the Soviet Union acquired the atomic bomb, the prisoner's dilemma quickly became a popular allegory of the nuclear arms race. Intellectuals such as von Neumann and Bertrand Russell joined military and political leaders in rallying to the preventive war movement, which advocated a nuclear first strike against the Soviet Union. Though the Truman administration rejected preventive war the United States entered into an arms race with the Soviets and game theory developed into a controversial tool of public policy—alternately accused of justifying arms races and touted as the only hope of preventing them. Prisoner's Dilemma is the incisive story of a revolutionary idea that has been hailed as a landmark of twentieth-century thought. |
| crypto pairs trading strategy: Statistical Arbitrage Andrew Pole, 2011-07-07 While statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Pole?s own research and experience running a statistical arbitrage hedge fund for eight years?in partnership with a group whose own history stretches back to the dawn of what was first called pairs trading?this unique guide provides detailed insights into the nuances of a proven investment strategy. Filled with in-depth insights and expert advice, Statistical Arbitrage contains comprehensive analysis that will appeal to both investors looking for an overview of this discipline, as well as quants looking for critical insights into modeling, risk management, and implementation of the strategy. |
| crypto pairs trading strategy: Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk Gary Antonacci, 2014-11-21 The investing strategy that famously generates higher returns with substantially reduced risk--presented by the investor who invented it A treasure of well researched momentum-driven investing processes. Gregory L. Morris, Chief Technical Analyst and Chairman, Investment Committee of Stadion Money Management, LLC, and author of Investing with the Trend Dual Momentum Investing details the author’s own momentum investing method that combines U.S. stock, world stock, and aggregate bond indices--a formula proven to dramatically increase profits while lowering risk. Antonacci reveals how momentum investors could have achieved long-run returns nearly twice as high as the stock market over the past 40 years, while avoiding or minimizing bear market losses--and he provides the information and insight investors need to achieve such success going forward. His methodology is designed to pick up on major changes in relative strength and market trend. Gary Antonacci has over 30 years experience as an investment professional focusing on under exploited investment opportunities. In 1990, he founded Portfolio Management Consultants, which advises private and institutional investors on asset allocation, portfolio optimization, and advanced momentum strategies. He writes and runs the popular blog and website optimalmomentum.com. Antonacci earned his MBA at Harvard. |
| crypto pairs trading strategy: Systematic Trading Robert Carver, 2015-09-14 This is not just another book with yet another trading system. This is a complete guide to developing your own systems to help you make and execute trading and investing decisions. It is intended for everyone who wishes to systematise their financial decision making, either completely or to some degree. Author Robert Carver draws on financial theory, his experience managing systematic hedge fund strategies and his own in-depth research to explain why systematic trading makes sense and demonstrates how it can be done safely and profitably. Every aspect, from creating trading rules to position sizing, is thoroughly explained. The framework described here can be used with all assets, including equities, bonds, forex and commodities. There is no magic formula that will guarantee success, but cutting out simple mistakes will improve your performance. You'll learn how to avoid common pitfalls such as over-complicating your strategy, being too optimistic about likely returns, taking excessive risks and trading too frequently. Important features include: - The theory behind systematic trading: why and when it works, and when it doesn't. - Simple and effective ways to design effective strategies. - A complete position management framework which can be adapted for your needs. - How fully systematic traders can create or adapt trading rules to forecast prices. - Making discretionary trading decisions within a systematic framework for position management. - Why traditional long only investors should use systems to ensure proper diversification, and avoid costly and unnecessary portfolio churn. - Adapting strategies depending on the cost of trading and how much capital is being used. - Practical examples from UK, US and international markets showing how the framework can be used. Systematic Trading is detailed, comprehensive and full of practical advice. It provides a unique new approach to system development and a must for anyone considering using systems to make some, or all, of their investment decisions. |
| crypto pairs trading strategy: Zero to Hero in Cryptocurrency Trading Bogdan Vaida, 2023-09-28 Go from the bare basics to implementing your own automatic trading algorithm and become a cryptocurrency trading pro Key Features Excel at crypto trading with structured methodologies, practical examples, and real-time trading scenarios Go from the theoretical know-how to developing and testing your own strategy Transform manual trades into an automated algorithm for nonstop trades Purchase of the print or Kindle book includes a free PDF eBook Book DescriptionIn today's fast-paced digital age, cryptocurrencies have emerged as a revolutionary financial asset class, capturing the attention of investors and traders worldwide. However, navigating the world of cryptocurrency trading can be overwhelming for beginners. Zero to Hero in Cryptocurrency Trading acts as a guiding light to navigate this complex realm. This comprehensive guide to cryptocurrency trading empowers you to go from a novice trader to a proficient investor by helping you implement your own trading strategy. As you progress, you’ll gain structured trading knowledge through hands-on examples and real-time scenarios, bolstered by trading psychology and money management techniques. You’ll be able to automate your manual trades with an algorithm that works even while you sleep. You’ll also benefit from interactive teaching methods, including screenshots, charts, and drawings to help decode market operations and craft your unique edge in the dynamic crypto world. As an added bonus, you’ll receive ready-to-use templates to identify useful indicators, test your strategy, and even maintain a trading journal. By the end of this book, you’ll be well-equipped to trade cryptocurrencies and automate manual trading to give you an edge in the markets.What you will learn Master trading psychology and prevent emotions from sabotaging trades Manage risks by identifying and tailoring specific risk profiles Interpret, assess, and integrate technical indicators in your trading Get to grips with trading on a centralized exchange Get a deeper understanding of risk and money management Gain an edge by identifying trading patterns Automate the patterns into a strategy for a bot that operates 24/7 Who this book is forThis book is for finance and investment professionals, crypto market enthusiasts, and anyone new to trading who wants to kickstart their cryptocurrency trading journey. A basic understanding of cryptocurrencies is a must, but prior trading experience is not necessary. |
| crypto pairs trading strategy: Trading Strategies Crash Course Andrew Elder, 2021-12-19 Are you looking to make some quick cash? Earn $ 25,000 in 1 week Press the BUY NOW button to get your copy today! |
| crypto pairs trading strategy: Alpha Trading Perry J. Kaufman, 2011-02-04 From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned to trend trading, deploy? In Alpha Trading: Profitable Strategies That Remove Directional Risk, author Perry Kaufman presents strategies and systems for profitably trading in directionless markets and in those experiencing constant price shocks. The book Details how to exploit new highs and lows Describes how to hedge primary risk components, find robustness, and craft a diversification program Other titles by Kaufman: New Trading Systems and Methods, 4th Edition and A Short Course in Technical Trading, both by Wiley Given Kaufman's 30 years of experience trading in almost every kind of market, his Alpha Trading will be a welcome addition to the trading literature of professional and serious individual traders for years to come. |
| crypto pairs trading strategy: Bitcoin and Cryptocurrency Trading for Beginners Mark Zuckerman, 2021-01-09 THIS BOOK INCLUDES 3 MANUSCRIPTS: -BOOK 1: BASIC DEFINITIONS, CRYPTO EXCHANGES, TOOLS AND PRACTICAL TRADING TIPS-BOOK 2: BITCOIN OPTIONS & MARGIN TRADING TIPS USING TRADING BOTS-BOOK 3: TECHNICAL ANALYSIS: HOW TO READ JAPANESE CANDLESTICKS, CHARTS, VOLUME, TREND AND INDICATORSIF YOU WANT TO TRADE BITCON AND OTHER CRYPTOCURRENCIES, BUY THIS BOOK NOW AND GET STARTED TODAY!BOOK 1 COVERS: -Why Bitcoin it's an excellent trading instrument. -What are best cryptocurrency exchanges to start trading right away. -What are the best Mobile and Hardware Wallets for trading crypto. -Basic trading terms such as currency pairs, base and quote, order book, bids and asks, stop limit option and dollar cost averaging. -How to use BNB as a Trading Tool to exchange Bitcoin or other cryptocurrencies on various platforms. -How you can earn passive Income on Coinbase and how you can earn interest with Compound Finance. -Tricks on how to sell & withdraw Crypto from Coinbase Pro paying the least fees there is. -Several practical guides on how to install and use the Binance Widget Trading Tool in Brave browser, how to place Market Orders on Coinbase Pro, Blockchain & Binance and how to buy, sell and trade crypto on eToro. -How to value DeFi tokens and what are top 5 cryptocurrency picks are for 2021.BOOK 2 COVERS: -Cryptocurrency Market Cycles so you can make better trading decisions, -Market Manipulation Tactics and how to avoid them, -Leverage Trading Strategies step by step, -Trading Mistakes you must avoid, -Margin Trading Tips & Strategies-What are the best Crypto Trading Bot Platforms-What is Option Moneyness & Put Call Ratio-What are Options Skew & Market Parameters-What are Options Expiry Dates-How to Trade Bitcoin Options-How to build Deribit Position Strategies-How to avoid the Gambler's Fallacy-The Law of Small Numbers & Trading-Confirmation, Survivorship and Hindsight Bias-Correlation, Recency & Attribution Bias-How to Avoid the Sung Cost Trap-How to Become a Disciplined TraderBOOK 3 COVERS: -What are the best exchanges for trading cryptocurrencies and what essential trading tools you must utilise using trading checklist. -What are the differences between Winners and Losers and what kind of trading strategies exist that you can use. -What is Implied Volatility and how to set up a trade order. -What are the differences between Fundamental Analysis and Technical Analysis. -How Technical Analysis work and why it is working. -What is Support and Resistance, what time frame you should use on the chart and how to read Japanese Candlesticks. -Basic chart elements, bearish Candlesticks and bullish Candlesticks such as Bullish engulfing, Hammer, Doji, Morning Doji star, Bearish engulfing, Dark cloud cover, Shooting star, Inverse hammer, Piercing line, Three white soldiers, Hanging man, Evening star, Three black crows, Spinning top, Falling three methods and Rising three methods. -How to read Volume, moving averages, Trends and Indicators. -What are the 3 best Crypto TAX software BUY THIS BOOK NOW AND GET STARTED TODAY! |
| crypto pairs trading strategy: Algorithmic Trading Ernie Chan, 2013-05-28 Praise for Algorithmic TRADING “Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers.” —DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management “Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses.” —ROGER HUNTER, Mathematician and Algorithmic Trader |
| crypto pairs trading strategy: The Handbook of Pairs Trading Douglas S. Ehrman, 2006 The Handbook of Pairs Trading gives you the understanding necessary to unlock opportunities that often present themselves in the stock market but are usually only recognized by some of the most successful technical traders on Wall Street. Utilization of Doug's system has been instrumental in building our model at Alchemy Research and aiding in the profitability of our clients. |
| crypto pairs trading strategy: Trading Systems and Methods, + Website Perry J. Kaufman, 2013-01-29 The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs. Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more. Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before. The ultimate guide to trading system design and methods, newly revised Includes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management models Written by acclaimed expert Perry J. Kaufman Features spreadsheets and TradeStation programs for a more extensive and interactive learning experience Provides readers with access to a companion website loaded with supplemental materials Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment. |
| crypto pairs trading strategy: An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain Satya Chakravarty, Palash Sarkar, 2020-08-20 The purpose of the book is to provide a broad-based accessible introduction to three of the presently most important areas of computational finance, namely, option pricing, algorithmic trading and blockchain. This will provide a basic understanding required for a career in the finance industry and for doing more specialised courses in finance. |
| crypto pairs trading strategy: The Man Who Solved the Market Gregory Zuckerman, 2019-11-05 NEW YORK TIMES BESTSELLER Shortlisted for the Financial Times/McKinsey Business Book of the Year Award The unbelievable story of a secretive mathematician who pioneered the era of the algorithm--and made $23 billion doing it. Jim Simons is the greatest money maker in modern financial history. No other investor--Warren Buffett, Peter Lynch, Ray Dalio, Steve Cohen, or George Soros--can touch his record. Since 1988, Renaissance's signature Medallion fund has generated average annual returns of 66 percent. The firm has earned profits of more than $100 billion; Simons is worth twenty-three billion dollars. Drawing on unprecedented access to Simons and dozens of current and former employees, Zuckerman, a veteran Wall Street Journal investigative reporter, tells the gripping story of how a world-class mathematician and former code breaker mastered the market. Simons pioneered a data-driven, algorithmic approach that's sweeping the world. As Renaissance became a market force, its executives began influencing the world beyond finance. Simons became a major figure in scientific research, education, and liberal politics. Senior executive Robert Mercer is more responsible than anyone else for the Trump presidency, placing Steve Bannon in the campaign and funding Trump's victorious 2016 effort. Mercer also impacted the campaign behind Brexit. The Man Who Solved the Market is a portrait of a modern-day Midas who remade markets in his own image, but failed to anticipate how his success would impact his firm and his country. It's also a story of what Simons's revolution means for the rest of us. |
| crypto pairs trading strategy: Trades, Quotes and Prices Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, Martin Gould, 2018-03-22 The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all. |
| crypto pairs trading strategy: THINK LIKE A WHALE TRADE AS A SHARK George Protonotarios, There are three important conditions to trade successfully in any financial market: a strong fundamental landscape, a nice market structure, and an accurately-measured trading range. If fundamentals agree, and the market structure has proven itself, knowing the trading range is the only thing you need. This book contains a wide variety of technical analysis methods and techniques in order to help investors recognize market structure in early stages, identify support and resistance, and accurately measure the trading range. However, the complex world of financial trading is a zero-sum game. Someone has to lose in order for someone else to make a profit. And as there are a few people making a lot of money, there are a lot of others who lose constantly. This is why clever investors always add a contrarian flavor to their decision-making process, and most of the time, trade against the public sentiment. All financial asset classes follow a similar pattern that starts with fear and ends with greed. Smart traders enter the market when the fear of retail traders pushes prices below their ‘fair value’ and sell when the retail greed pushes prices well above their ‘fair value.’ This never-ending circle between fear and greed creates numerous opportunities for patient traders. On a macro scale, fundamental analysis is the perfect tool for identifying the ‘fair value’ of a financial asset and measure risk. Risk and reward are the two crucial inputs of any investment decision. In addition, technical analysis is useful for the identification of price trends and the optimization of entries in the market. Professional traders use both these analysis methods in their decision-making process. They use fundamental analysis to decide what to buy and technical analysis to decide when to buy. To summarize this concept in just one phrase, always think like a fundamentalist investor when deciding what to buy and act as a technician trader when entering the market. Think like a whale and trade as a shark. Successful trading requires a strong personality and a character that will allow you to trade without fear and greed. Weak hands lose money in the long-run. The stronger your character, the stronger your hands. If you want to be a successful trader, start by building your character, something that cannot be easily taught. CHAPTERS This book covers a wide range of fundamental resources and technical analysis techniques in order to help investors seek proof in the right place. Any successful trading decision must have a fundamental background. Chapter 1 begins with the basics of fundamental analysis when trading equities, Forex currencies, and cryptocurrencies. The main goal of studying fundamentals is to identify investment opportunities. Opportunity can be defined as the difference between the current price of an asset and its real value. Fundamental analysis can recognize risk and reward, the two most crucial inputs of the decision-making process. In Chapters, 2, 3, 4, 5, and 6, you will find various technical analysis methods with many examples and charts. Trading charts can be read significantly easier than raw data. Reading charts is useful not only for identifying key trends but also for recognizing major support and resistance levels. Furthermore, you will learn how to use moving averages, RSI, the Fibonacci Numbers, the Fibonacci Retracement, and the definition of the long-term trend in any financial market. By combining all these different technical analysis tools, you will be able to recognize any market conditions, identify strong trends, spot the potential levels of a trend reversal, but most importantly accurately measure the trading range. In Chapter 7, you will learn about the role of market volatility and its importance for managing risk and achieving portfolio diversification. How to use the Bollinger Bands and ATR when trading indices, and Beta when trading individual stocks. In addition, you will learn about the VIX Index and its ability to predict a financial crisis, but also how to use options contracts to spot incoming market volatility. Finally, you will learn about the basics of Foreign Exchange and cryptocurrency volatility. In Chapter 8, you will find information about seasonality statistics and seasonal patterns. Seasonality refers to a time period in which market data tends to experience common and predictable behavior. Whenever a seasonal pattern has been repeated regularly, it becomes statistically significant. However, seasonality reflects an average reliance on past market data. That means seasonal patterns provide a window of opportunity and not an independent forecasting framework. A seasonal pattern can be any price pattern correlated to a particular month, quarter, or semester. You will be able to find seasonal patterns for Dow Jones Industrial, three popular currency pairs (EURUSD, GBPUSD, and USDJPY), and two key cryptocurrency pairs (Bitcoin and Ethereum against the US dollar). In Chapter 9, you will learn about market sentiment. The market sentiment refers to the views, opinions, and expectations of investors toward the future market conditions. It is very important to distinguish between the experts’ sentiment that you should trade in line with it and the public sentiment, that you should generally trade against it. The greatest trading opportunities in life are against the general public sentiment. You will learn also about the Fear & Greed index, the Overnight Repo Rate, the Perpetual Contracts, and how to use the Commitment of Traders (COT) report. If there is one golden rule when investing, it’s to always diversify your investment decisions. This rule is applicable in every aspect of our life. In Chapter 10, you will learn about money management. Money management refers to the process of achieving risk control over your portfolio by eliminating the unnecessary risk, and it is a key ingredient of long-term trading success. You will learn about market correlations, cross-market connections, position-sizing, the 2% rule, the Reward/Risk Ratio, the Win Ratio, and why you should always trade small account sizes. By combining the information and tools presented in this book you have the opportunity to better understand the mechanics of the global financial markets and significantly increase your odds of winning in the long-run. Success is all about education and building the right character. The more educated you become the stronger your character when others are greedy, and the stronger your hands when others are fearful. George M. Protonotarios, Financial Analyst - M.Sc “Int. Banking & Finance” Salford, UK www.TradingCenter.org |
| crypto pairs trading strategy: Machine Learning for Algorithmic Trading Stefan Jansen, 2020-07-31 Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required. |
| crypto pairs trading strategy: Time Series Analysis by State Space Methods James Durbin, Siem Jan Koopman, 2012-05-03 This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. Additions to this second edition include the filtering of nonlinear and non-Gaussian series. Part I of the book obtains the mean and variance of the state, of a variable intended to measure the effect of an interaction and of regression coefficients, in terms of the observations. Part II extends the treatment to nonlinear and non-normal models. For these, analytical solutions are not available so methods are based on simulation. |
| crypto pairs trading strategy: Cryptocurrency Investing For Dummies Kiana Danial, 2023-02-20 From Bitcoin to Solana, the safe and secure way to invest in cryptocurrencies Cryptocurrency Investing For Dummies, the bestselling guide to getting into the exciting world of crypto, is updated for today’s cryptocurrency markets. Currencies like Bitcoin, Ethereum, Solana, and XRP are gaining popularity, and this trusted guide can help you strike while the iron is hot to profit from the explosive growth in cryptocurrency. We’ll help you understand decentralized currency, get started with leading crypto exchanges and brokers, learn techniques to buy and sell, and strategize your crypto portfolio. You’ll even dig into the details on cryptocurrency tax laws and new opportunities for investors. Gain the tools you need to succeed in the cryptocurrency market Learn about the newest cryptocurrencies on the market and how to evaluate them Develop a strategy for reaping outsized gains using crypto exchanges Understand how cryptocurrencies interact with virtual worlds This is the perfect Dummies guide for investors who are new to the cryptocurrency market or first-time investors who want to add cryptocurrency to their portfolio. Get started on your crypto adventure. |
| crypto pairs trading strategy: Algorithmic and High-Frequency Trading Álvaro Cartea, Sebastian Jaimungal, José Penalva, 2015-08-06 The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you. |
| crypto pairs trading strategy: Advances in Financial Machine Learning Marcos Lopez de Prado, 2018-01-23 Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance. |
| crypto pairs trading strategy: Practical Artificial Intelligence and Blockchain Ganesh Prasad Kumble, 2020-07-31 Learn how to use AI and blockchain to build decentralized intelligent applications (DIApps) that overcome real-world challenges Key FeaturesUnderstand the fundamental concepts for converging artificial intelligence and blockchainApply your learnings to build apps using machine learning with Ethereum, IPFS, and MoiBitGet well-versed with the AI-blockchain ecosystem to develop your own DIAppsBook Description AI and blockchain are two emerging technologies catalyzing the pace of enterprise innovation. With this book, you’ll understand both technologies and converge them to solve real-world challenges. This AI blockchain book is divided into three sections. The first section covers the fundamentals of blockchain, AI, and affiliated technologies, where you’ll learn to differentiate between the various implementations of blockchains and AI with the help of examples. The second section takes you through domain-specific applications of AI and blockchain. You’ll understand the basics of decentralized databases and file systems and connect the dots between AI and blockchain before exploring products and solutions that use them together. You’ll then discover applications of AI techniques in crypto trading. In the third section, you’ll be introduced to the DIApp design pattern and compare it with the DApp design pattern. The book also highlights unique aspects of SDLC (software development lifecycle) when building a DIApp, shows you how to implement a sample contact tracing application, and delves into the future of AI with blockchain. By the end of this book, you’ll have developed the skills you need to converge AI and blockchain technologies to build smart solutions using the DIApp design pattern. What you will learnGet well-versed in blockchain basics and AI methodologiesUnderstand the significance of data collection and cleaning in AI modelingDiscover the application of analytics in cryptocurrency tradingGet to grips with open, permissioned, and private blockchainsExplore the DIApp design pattern and its merit in digital solutionsFind out how LSTM and ARIMA can be applied in crypto tradingUse the DIApp design pattern to build a sample contact tracing applicationGet started with building your own DIApps across various domainsWho this book is for This book is for blockchain and AI architects, developers, data scientists, data engineers, and evangelists who want to harness the power of artificial intelligence in blockchain applications. If you are looking for a blend of theoretical and practical use cases to understand how to implement smart cognitive insights into blockchain solutions, this book is what you need! Knowledge of machine learning and blockchain concepts is required. |
| crypto pairs trading strategy: Machine Trading Ernest P. Chan, 2017-02-06 Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You'll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you'll learn to design your own proprietary tools using MATLAB. The author's experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level. Algorithmic trading is booming, and the theories, tools, technologies, and the markets themselves are evolving at a rapid pace. This book gets you up to speed, and walks you through the process of developing your own proprietary trading operation using the latest tools. Utilize the newer, easier algorithmic trading platforms Access markets previously unavailable to systematic traders Adopt new strategies for a variety of instruments Gain expert perspective into the human side of trading The strength of algorithmic trading is its versatility. It can be used in any strategy, including market-making, inter-market spreading, arbitrage, or pure speculation; decision-making and implementation can be augmented at any stage, or may operate completely automatically. Traders looking to step up their strategy need look no further than Machine Trading for clear instruction and expert solutions. |
| crypto pairs trading strategy: The Complete Penny Stock Course Jamil Ben Alluch, 2018-04-09 You can learn trading penny stocks from the masses and become part of the 90% of traders who lose money in the stock market, or you can learn from the Best. The Complete Penny Stock Course is based on Timothy Sykes’, various training programs. His strategies have helped individuals like Tim Grittani, Michael Goode and Stephen Dux become millionaires within a couple of years. This course aims to teach you how to become a consistently profitable trader, by taking Tim’s profit-making strategies with penny stocks and presenting them in a well-structured learning format. You’ll start by getting acquainted with the concepts of market and trading psychology. Then you’ll get into the basics of day trading, how to manage your risk and the tools that will help you become profitable. Along the way, you’ll learn strategies and techniques to become consistent in your gains and develop your own trading techniques. What’s inside: - Managing expectations and understanding the market, - Understanding the psychology of trading and how it affects you, - Learning the basics of day trading, - Learning the mechanics of trading penny stocks, - Risk management and how to take safe positions, - How to trade through advanced techniques - Developing your own profitable trading strategy - Real world examples and case studies No prior trading experience is required. |
| crypto pairs trading strategy: How to Day Trade Ross Cameron, 2015-10-29 Success as a day trader will only come to 10 percent of those who try. It’s important to understand why most traders fail so that you can avoid those mistakes. The day traders who lose money in the market are losing because of a failure to either choose the right stocks, manage risk, and find proper entries or follow the rules of a proven strategy. In this book, I will teach you trading techniques that I personally use to profit from the market. Before diving into the trading strategies, we will first build your foundation for success as a trader by discussing the two most important skills you can possess. I like to say that a day trader is two things: a hunter of volatility and a manager of risk. I’ll explain how to find predictable volatility and how to manage your risk so you can make money and be right only 50 percent of the time. We turn the tables by putting the odds for success in your favor. By picking up this book, you show dedication to improve your trading. This by itself sets you apart from the majority of beginner traders. |
| crypto pairs trading strategy: Cryptocurrency Trading from Beginner to Advanced Jim Hoffer, Have you sat around looking at the price of bitcoin and other cryptocurrencies skyrocket without getting in on some of the action? This beginners guide will teach you how to make an extra income on the side in this new global emerging cryptoasset space. The best parts of cryptocurrencies are that they are borderless, un-correlated, and they are open 24/7, 365. Discover how to analyze trends and learn how trading bitcoin can be extremely profitable with the right knowledge and guidance. Jim Hoffer is a 17 year veteran in the trading space. He started trading derivatives in the mid 2000s and started teaching in early 2010, his passion and competency has only grown since then. Inside this Audiobook, You Will Discover... Trading Psychology: This includes risk management, challenges and rewards, the cycle of emotions, why most traders end up losing, and the personality traits of successful traders. Introduction to Technical Analysis: Discover the price action of bullish and bearish candle sticks, mass psychology, and other technical tactics. Day Trading Strategies: Learn the strategic ins and outs of trading like position sizing, ABCD patterns, reversal trading, moving average trend, support and resistance trading, and much more. And much more... |
| crypto pairs trading strategy: Currency Trading For Dummies Kathleen Brooks, Brian Dolan, 2015-02-17 Your plain-English guide to currency trading Currency Trading For Dummies is a hands-on, user-friendly guide that explains how the foreign exchange (ForEx) market works and how you can become a part of it. Currency trading has many benefits, but it also has fast-changing financial-trading avenues. ForEx markets are always moving. So how do you keep up? With this new edition of Currency Trading For Dummies, you'll get the expert guidance you've come to know and expect from the trusted For Dummies brand—now updated with the latest information on the topic. Inside, you'll find an easy-to-follow introduction to the global/ForEx market that explains its size, scope, and players; a look at the major economic drivers that influence currency values; and the lowdown on how to interpret data and events like a pro. Plus, you'll discover different types of trading styles and make a concrete strategy and game plan before you act on anything. Covers currency trading conventions and tools Provides an insider's look at key characteristics of successful currency traders Explains why it's important to be organized and prepared Offers guidance on trading pitfalls to avoid and risk management rules to live by Whether you're just getting started out in the foreign exchange market or an experienced trader looking to diversify your portfolio, Currency Trading For Dummies sets you up for trading success. |
| crypto pairs trading strategy: Crypto Success Fast Start Guide Crypto Crew, If you are interesting in getting involved with the exciting new world of cryptocurrency investing, but feel a little bit overwhelmed or unsure where to start, then this ebook may be perfect for you. What seemed like blue-sky dreams a few years ago are now stories we hear everyday: people getting out of debt, quitting crappy jobs they don’t like, and living with prosperity, autonomy and financial independence. If you have goals like these—hough it’s not for everyone—cryptocurrency investing can be the vehicle to get you there. In this newbie-friendly fast-start guide, we lay out the most important basic knowledge you need and an overview of the most helpful tools and skills that will help you succeed quickly. We’ll also help you understand the bigger picture of why blockchain technologies (also known as distributed ledger technologies or DLTs) are so historically significant. Few generations have the opportunity to help solve big, hairy problems, confront authoritarian corruption head-on and win, and create generational wealth in the process. Of course we aren’t trying to promise all these things… but this topic wouldn’t be so hot if there wasn’t something to it. An entirely new techno-economic structure has appeared on this planet and it is disrupting hundreds of industries virtually overnight and making millions of people rich. You might choose to ignore it but you can’t deny it. In this new economy, it is relatively easy to make money with investments small or large, with less risk and less anxiety—if you do it the right way and avoid rookie mistakes. This decentralization/disruption revolution is moving way too fast for any one person to keep up with every detail. The ever-moving target of tech literacy can be overwhelming and intimidating. But it’s not hard—in fact, it’s fun when you do it with friends. You may discover crypto is one of the most enjoyable hobbies you have ever engaged in. You can make new friends and grow closer with your current friends who share your interest in living in a better world. This guide is designed to get you off to a good start and head in the right direction so you can begin investing in the easiest way possible. We’ve found that ordinary people can succeed in extraordinary ways in this new world of crypto investing if they understand and implement what we call the “Five Steps to Crypto Success” covered in this book. They are: 1) Understand The Change; 2) Learn to Play the Game; 3) Get The Right Tools; 4) Build Your Skills and 5) Use a Team Trading Approach |
| crypto pairs trading strategy: Handbook of Short Selling , 2011-08-31 This comprehensive examination of short selling, which is a bet on stocks declining in value, explores the ways that this strategy drives financial markets. Its focus on short selling by region, its consideration of the history and regulations of short selling, and its mixture of industry and academic perspectives clarify the uses of short selling and dispel notions of its destructive implications. With contributions from around the world, this volume sheds new light on the ways short selling uncovers market forces and can yield profitable trades. - Combines academic and professional research on short selling in all major financial markets - Emphasizes details about strategies, implementations, regulation, and tax advantages - Chapters provide summaries for readers who want up-to-date maps of subject landscapes |
| crypto pairs trading strategy: Trend Following with Managed Futures Alex Greyserman, Kathryn Kaminski, 2014-08-25 An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following. |
| crypto pairs trading strategy: Positional Option Trading Euan Sinclair, 2020-09-01 A detailed, one-stop guide for experienced options traders Positional Option Trading: An Advanced Guide is a rigorous, professional-level guide on sophisticated techniques from professional trader and quantitative analyst Euan Sinclair. The author has over two decades of high-level option trading experience. He has written this book specifically for professional options traders who have outgrown more basic trading techniques and are searching for in-depth information suitable for advanced trading. Custom-tailored to respond to the volatile option trading environment, this expert guide stresses the importance of finding a valid edge in situations where risk is usually overwhelmed by uncertainty and unknowability. Using examples of edges such as the volatility premium, term-structure premia and earnings effects, the author shows how to find valid trading ideas and details the decision process for choosing an option structure that best exploits the advantage. Advanced topics include a quantitative approach for directionally trading options, the robustness of the Black Scholes Merton model, trade sizing for option portfolios, robust risk management and more. This book: Provides advanced trading techniques for experienced professional traders Addresses the need for in-depth, quantitative information that more general, intro-level options trading books do not provide Helps readers to master their craft and improve their performance Includes advanced risk management methods in option trading No matter the market conditions, Positional Option Trading: An Advanced Guide is an important resource for any professional or advanced options trader. |
| crypto pairs trading strategy: The Art Of Speculation Philip L. Carret, 2015-11-06 Philip L. Carret (1896-1998) was a famed investor and founder of The Pioneer Fund (Fidelity Mutual Trust), one of the first Mutual Funds in the United States. A former Barron’s reporter and WWI aviator, Carret launched the Mutual Trust in 1928 after managing money for his friends and family. The initial effort evolved into Pioneer Investments. He ran the fund for 55 years, during which an investment of $10,000 became $8 million. Warren Buffett said of him that he had “the best long term investment record of anyone I know” He is most famous for the long successful track record he achieved investing in Common Stocks and for being one of Warren Buffett’s role models. This book comprises a series of articles written for Barron’s and published in book form in 1930.—Print Ed. |
| crypto pairs trading strategy: The Trading Methodologies of W.D. Gann Hima Reddy, 2012-09-21 W.D. Gann’s works helped to pioneer the discipline of technical analysis, and they still offer immense potential value to investors and traders. However, Gann’s original publications are esoteric and can be challenging to read and use. In this book, long-time trader and expert technical analyst Hima Reddy brings these works to life for modern traders and investors. She distills Gann’s tenets into crystal-clear, bite-size explanations, and illuminates them with exceptionally intuitive charts and illustrations. Drawing on extensive personal experience, Reddy explains how Gann’s insights into price, pattern and time can be applied in all types of markets and market conditions. Using this book, any experienced trader can discover the value of Gann’s approach, and start utilizing it in his or her own trades. Then, with Reddy’s discussion as a foundation, traders and investors can delve even more deeply into all of Gann’s works, identifying even greater opportunities for profit. |
| crypto pairs trading strategy: BUILDING AUTOMATED TRADING STRATEGIES George Protonotarios, 2018-09-21 This eBook includes general information and educational resources for explaining the modern use of automated trading, plus some practical information and advice on how to create a proprietary automated trading system. The optimization of a trading strategy through sophisticated backtesting and walk-through steps is maybe the most difficult part of strategy building. This eBook contains information on how to successfully backtest and optimize automated trading strategies. |
| crypto pairs trading strategy: The FX Bootcamp Guide to Strategic and Tactical Forex Trading Wayne McDonell, 2008-10-03 A straightforward guide to trading today's dynamic Forex market Written by Wayne McDonell, the Chief Currency Coach at FX Bootcamp, this book shows readers how to successfully trade the Forex market on their own. FX Bootcamp's Guide to Strategic and Tactical Forex Trading skillfully explains how to combine popular technical indicators to formulate a comprehensive market strategy. Readers will then learn how to focus on using this information to create a tactical trading plan--one that will help them pull the trigger to get in and out of a trade. Along the way, McDonell takes the time to discuss the various challenges a Forex trader faces, such as greed, fear, loss, and isolation. As a Forex trader and educator of traders, Wayne McDonell knows what it takes to make it in the competitive world of Forex. And with FX Bootcamp's Guide to Strategic and Tactical Forex Trading he shows readers how. |
| crypto pairs trading strategy: Crypto Trading Mastery Jef Benson, 2024-02-27 Dive into the world of cryptocurrency trading with my guide, Crypto Trading Mastery – a must-read if you aim to master crypto trading. I often wish I had this guide before my initial trading days; it could have spared me significant losses. When I first ventured into crypto trading, my uneducated enthusiasm led to the loss of my entire investment. Fundamental analysis, technical analysis, position sizing, stop losses, and risk management were alien concepts to me. In Crypto Trading Mastery, I share my experiences and offer you a reliable companion in your trading journey. Think of it as your go-to resource, providing insights into every aspect of successful crypto trading. From market fundamentals to technical analyses, this book unveils the secrets for your benefit. Consider this not just a book, but a tool to transform your trading approach. Read it now and empower yourself to trade like a pro. The wisdom within these pages is your ticket to success in the cryptocurrency world. Read this book before placing your next order! |
| crypto pairs trading strategy: Cryptocurrency Richard Skiba, 2024-07-26 Explore the dynamic world of cryptocurrency with this comprehensive guide, which begins with fundamental concepts and advances to complex topics. The book introduces cryptocurrency, covering its definition, historical development, and core principles like decentralization, blockchain technology, and cryptography. It then delves into Bitcoin’s origins, including the enigmatic Satoshi Nakamoto, the mechanics behind Bitcoin, and the intricacies of Bitcoin mining. The guide continues with a detailed examination of blockchain technology, including its structure, transaction processes, and consensus mechanisms such as Proof of Work and Proof of Stake, along with an analysis of security and anonymity. It explores major cryptocurrencies beyond Bitcoin, like Ethereum, Ripple, and Litecoin, and examines emerging altcoins. Readers will learn about cryptocurrency wallets and exchanges, the differences between hot and cold wallets, asset security, and exchange selection. Investment strategies are discussed, comparing technical and fundamental analysis, and addressing portfolio diversification, risks, and rewards. The book also covers legal and regulatory issues, real-world applications like DeFi and NFTs, and provides insights on security and fraud prevention. It concludes with a look at cryptocurrency mining, smart contracts, societal impacts, and practical advice on creating new cryptocurrencies and ETFs. This guide is ideal for beginners, investors, tech enthusiasts, regulators, and developers, offering valuable insights tailored to each audience. |
| crypto pairs trading strategy: Trading Chaos Justine Gregory-Williams, Bill M. Williams, 2012-06-28 How to trade the markets by integrating Chaos Theory with market sentiment In the first edition of Trading Chaos, seasoned trader and psychologist Bill Williams detailed the potential of Chaos Theory-which seeks to make the unpredictable understandable-in trading and it revolutionized financial decision-making. The Second Edition of Trading Chaos is a cutting edge book that combines trading psychology and Chaos Theory and its particular effect on the markets. By examining both of these facets in relation to the current market, readers will have the best of all possible worlds when trading. Bill Williams, PhD, CTA (Solana Beach, CA), is President of Profitunity.com, a leader in the field of education for traders and investors. Justine Gregory-Williams (Solana Beach, CA) is President of the Profitunity Trading Group and a full-time trader. |
| crypto pairs trading strategy: Scalping is Fun! 1-4 Heikin Ashi Trader, 2017-02-25 Scalping is Fun! 1-4 Book 1: Fast Trading with the Heikin Ashi chart Book 2: Practical Examples Book 3: How Do I Rate my Trading Results? Book 4: Trading Is Flow Business Scalping is the fastest way to make money in the forex market. There are no other methods that can increase the capital of a trader more effectively. To explain how this is so, the Heikin Ashi Trader tells all in this four-part series on scalping. This highly effective scalping strategy is very easy to understand and can be applied immediately because it is universal and works in all forex markets. It can be applied in very short time frame, as in the 1-minute chart as well as on higher time frames. Book 1: Fast Trading with the Heikin Ashi chart 1. Welcome to scalping. Itís fun! 2. How do markets function? 3. What is trading? 4. What is scalping? 5. The Heikin Ashi chart 6. The scalping setup 7. Risk and Money Management 8. Make a decision! Book 2: Practical Examples 1. Scalping with Technical Analysis 2. How do I Interpret Heikin Ashi Charts? 3. When do I Get In? 4. When do I Get Out? 5. Working with Price Objectives 6. Heikin Ashi Scalping in Practice 7. Does Technical Analysis Help While Heikin Ashi Scalping? A. Support and Resistance B. Swing High and Swing Low of the Past Days C. The Importance of the Round Number in Forex 8. How do I Recognize Trend Days? 9. How do I Scalp Trend Days? 10. Conclusion Book 3: How Do I Rate my Trading Results? 1. The Trading Journal as a weapon 2. The first 12 weeks of a new Scalper - Week 1 - Week 2 - Week 3 - Week 4 - Week 5 - Week 6 - Week 7 - Week 8 - Week 9 - Week 10 - Week 11 - Week 12 3. How is Jenny doing now? 4. Scalping is a Business Book 4: Trading Is Flow Business 1. Only Trade When it's Fun 2. When Not to Trade 3. The Best Trading Hours For: A. Forex Traders B. Index Traders C. Crude Traders 4. Why Fast Scalping is Better than a Few Well-considered Trades 5. Discipline is Easier in Flow 6. Warning and Control Instruments 7. When You Win, Be Aggressive and Be Defensive When You Lose |
Statistical Arbitrage in Pairs Trading
Statistical Arbitrage in Pairs Trading 1 Abstract This paper aims to exploit statistical ar-bitrage opportunities by constructing a pairs trading strategy using two indices from Dow Jones. We …
Pairs Trading in the Cryptocurrency Market: An Empirical …
Pairs trading is a trading strategy that enables traders to make profit from market movements. It is a relatively simple concept, where you find two stocks whose prices have moved together …
Pairs Trading in Cryptocurrency Markets - ResearchGate
We apply the distance and cointegration methods to a basket of 26 liquid cryptocurrencies traded on the Binance exchange, speci cally at 5-minute, 1-hour and daily frequencies. In our...
Pairs Trading in Crypto Currencies -A cointegration based …
The present work investigates with a pairs trading strategy if statistical arbitrage op- portunities show up for the relatively new crypto currency market. This is especially
PAIRS TRADING PERFORMANCE IN CRYPTOCURRENCY …
Jan 22, 2025 · The purpose of this bachelor’s thesis is comparing pairs trading strategies in short term frequencies; 3-minutes, 5-minutes and 15-minutes in cryptocurrency markets using …
Pair Trading Strategy with ANN Technique in Cryptocurrency …
Pair trading is an investment strategy that invests in a pair of assets with correlated prices. The returns of the strategy rely on the mean-reversion property, which suggests that the spread …
Cryptocurrency Trading Strategies - Stock Market Guides
Crypto markets have played a significant role in popularising cryptocurrencies. They've achieved this by making the process of price discovery more efficient and increasing transparency in …
An analysis of Arbitrage and Cointegration based Pairs …
Pairs trading seeks to exploit relative price deviations from an equilibrium level between components of a pair through the activation of matched long and short positions, and thus …
Copula-Based Trading of Cointegrated Cryptocurrency Pairs
This research introduces a novel pairs trading strategy based on copulas for cointegrated pairs of cryptocurrencies. To identify the most suitable pairs, the study employs linear and non-linear …
Cryptocurrency Alpha Models via Intraday Technical Trading
We explored two approaches: a pairs trading strategy and machine learning modeling. Pairs trading is a type of statistical arbitrage trading strategy which combines a short position and a …
Pairs Trading - Universidade Católica Portuguesa
The team’s work resulted in a speculative trading strategy, pairs trading, which took advantage of cointegrated relationships of assets in financial markets in order to detect arbitrage opportunities.
“Pairs trading in cryptocurrency market: A long-short story”
Pairs trading that is built on ’Relative-Value Arbitrage Rule’ is a popular short-term speculation strategy enabling traders to make proits from temporary mispricing of close substitutes. his …
High-Frequency Trading of Cryptocurrencies Through Short …
In collaboration with Blocktraders, a high-frequency cryptocurrency trading (HFT) company, we aim to implement a statistical arbitrage strategy that successfully trades based on short-term …
Pairs Trading, Cryptocurrencies and Cointegration - DiVA portal
The team’s work resulted in a speculative trading strategy, pairs trading, which took advantage of cointegrated relationships of assets in financial markets in order to detect arbitrage opportunities.
The profitability of pairs trading strategies: distance, …
We perform an extensive and robust study of the performance of three different pairs trading strategies—the distance, cointegration and copula methods—on the entire US equity market …
Cointegration-based pairs trading framework with application …
This research applies the pairs trading strategy to one of the newest, unexplored, nancial markets known as the cryptocurrency market. Given that EMH does not hold in conventional markets, …
Pairs Trading in Python - Interactive Brokers
Pairs Trading –Market Neutral Trading Strategy Pairs trading is a type of statistical arbitrage Basic Idea: 1) Select two stocks which move similarly. 2) Find where the price diverges. 3) Sell the …
Cryptocurrency and trading strategies - Universidade Católica …
Results show that moving average strategies significantly outperform the Buy-and-Hold Bitcoin benchmark, but increase the higher-order risk. The volatility timing strategy did not produce …
Evaluation of Dynamic Cointegration-Based Pairs Trading …
Purpose — This research aims to demonstrate a dynamic cointegration-based pairs trading strategy, including an optimal look-back window framework in the cryptocurrency market, and …
Statistical Arbitrage in Pairs Trading
Statistical Arbitrage in Pairs Trading 1 Abstract This paper aims to exploit statistical ar-bitrage opportunities by constructing a pairs trading strategy using two indices from Dow Jones. We first …
Pairs Trading in the Cryptocurrency Market: An Empirical …
Pairs trading is a trading strategy that enables traders to make profit from market movements. It is a relatively simple concept, where you find two stocks whose prices have moved together …
Pairs Trading in Cryptocurrency Markets - ResearchGate
We apply the distance and cointegration methods to a basket of 26 liquid cryptocurrencies traded on the Binance exchange, speci cally at 5-minute, 1-hour and daily frequencies. In our...
Pairs Trading in Crypto Currencies -A cointegration based …
The present work investigates with a pairs trading strategy if statistical arbitrage op- portunities show up for the relatively new crypto currency market. This is especially
PAIRS TRADING PERFORMANCE IN CRYPTOCURRENCY …
Jan 22, 2025 · The purpose of this bachelor’s thesis is comparing pairs trading strategies in short term frequencies; 3-minutes, 5-minutes and 15-minutes in cryptocurrency markets using …
Pair Trading Strategy with ANN Technique in Cryptocurrency …
Pair trading is an investment strategy that invests in a pair of assets with correlated prices. The returns of the strategy rely on the mean-reversion property, which suggests that the spread …
Cryptocurrency Trading Strategies - Stock Market Guides
Crypto markets have played a significant role in popularising cryptocurrencies. They've achieved this by making the process of price discovery more efficient and increasing transparency in …
An analysis of Arbitrage and Cointegration based Pairs …
Pairs trading seeks to exploit relative price deviations from an equilibrium level between components of a pair through the activation of matched long and short positions, and thus make …
Copula-Based Trading of Cointegrated Cryptocurrency Pairs
This research introduces a novel pairs trading strategy based on copulas for cointegrated pairs of cryptocurrencies. To identify the most suitable pairs, the study employs linear and non-linear …
Cryptocurrency Alpha Models via Intraday Technical Trading
We explored two approaches: a pairs trading strategy and machine learning modeling. Pairs trading is a type of statistical arbitrage trading strategy which combines a short position and a long …
Pairs Trading - Universidade Católica Portuguesa
The team’s work resulted in a speculative trading strategy, pairs trading, which took advantage of cointegrated relationships of assets in financial markets in order to detect arbitrage opportunities.
“Pairs trading in cryptocurrency market: A long-short story”
Pairs trading that is built on ’Relative-Value Arbitrage Rule’ is a popular short-term speculation strategy enabling traders to make proits from temporary mispricing of close substitutes. his …
High-Frequency Trading of Cryptocurrencies Through Short …
In collaboration with Blocktraders, a high-frequency cryptocurrency trading (HFT) company, we aim to implement a statistical arbitrage strategy that successfully trades based on short-term trend …
Pairs Trading, Cryptocurrencies and Cointegration - DiVA …
The team’s work resulted in a speculative trading strategy, pairs trading, which took advantage of cointegrated relationships of assets in financial markets in order to detect arbitrage opportunities.
The profitability of pairs trading strategies: distance, …
We perform an extensive and robust study of the performance of three different pairs trading strategies—the distance, cointegration and copula methods—on the entire US equity market …
Cointegration-based pairs trading framework with …
This research applies the pairs trading strategy to one of the newest, unexplored, nancial markets known as the cryptocurrency market. Given that EMH does not hold in conventional markets, the …
Pairs Trading in Python - Interactive Brokers
Pairs Trading –Market Neutral Trading Strategy Pairs trading is a type of statistical arbitrage Basic Idea: 1) Select two stocks which move similarly. 2) Find where the price diverges. 3) Sell the high …
Copula-Based Trading of Cointegrated Cryptocurrency Pairs
This research introduces a novel pairs trading strategy based on copulas for cointegrated pairs of cryptocurrencies. To identify the most suitable pairs, the study employs linear and non-linear …
Cryptocurrency and trading strategies - Universidade Católica …
Results show that moving average strategies significantly outperform the Buy-and-Hold Bitcoin benchmark, but increase the higher-order risk. The volatility timing strategy did not produce the …
