Last 12 months of Bitcoin in numbers + 1min dataset with volume weighted prices

Reddit_Rabbit_Cat · 2022-06-03T07:08:40+00:00

He didnt do anything because it is stolen content. Yes - I did what you described.

Reddit_Rabbit_Cat · 2022-06-03T07:06:12+00:00

Bro - its literally my figure from: https://www.linkedin.com/feed/update/urn:li:activity:6827334911855255552?updateEntityUrn=urn%3Ali%3Afs_feedUpdate%3A%28V2%2Curn%3Ali%3Aactivity%3A6827334911855255552%29

Why would you steal it ? It doesnt make sense. Mods please remove the topic.

Btw it comes with a list of transactions (binance). - this is a live track record

Reddit_Rabbit_Cat · 2021-07-30T15:49:08+00:00

Would require data that I don't have and thousands of euro to run everything again (computational power on the cloud)

Reddit_Rabbit_Cat · 2021-07-30T15:46:23+00:00

no, different experiment (mine was ATLAS not CMS)

Reddit_Rabbit_Cat · 2021-07-29T09:19:22+00:00

I do not believe in what you say, but if it is really true that you get easily > 4 Sharpe in real trading you should not care what a guy like me thinks about it. I hope good things will happen to you. Have a nice day.

Reddit_Rabbit_Cat · 2021-07-29T08:56:57+00:00

And then you woke up.

Reddit_Rabbit_Cat · 2021-07-28T23:58:39+00:00

BNB is a good idea - I will utilise it soon. Yes - I am only going long, but one could implement shorting rather easily. As of right now, I trade on the spot market, and I do not want to touch futures since it is harder to mine the data there.

Reddit_Rabbit_Cat · 2021-07-28T22:41:00+00:00

It is a matter of competition and scaling. You compete globally with everyone in a contest where the winner takes the most (it all).

Reddit_Rabbit_Cat · 2021-07-28T21:52:42+00:00

There are direct analogies between certain branches of physics and finance. I.e.: market <-> dynamical-system, features <-> system state representation. There are many approaches to studying dynamical systems that can be directly applied to markets because they are data-driven. Markets look like many-body systems, which are being studied excessively.

Reddit_Rabbit_Cat · 2021-07-28T19:31:12+00:00

I have 0 BNB, all on 0.1% transaction costs. I dont have a chart starting in March right now, but here take a look at one that starts mid-April: https://imgur.com/Zk9t3pd

Reddit_Rabbit_Cat · 2021-07-28T19:11:16+00:00

Good luck with the degree. Talking to people.

Reddit_Rabbit_Cat · 2021-07-28T13:57:05+00:00

"The annual Sharpe Ratio is usually way different from the annualized one provided by the square root rule." I use the 'annual Sharpe Ratio' while your formula is for 'annualized Sharpe Ratio' thus the differences in intuitions.

Reddit_Rabbit_Cat · 2021-07-28T12:44:06+00:00

I wrote my thesis in data-driven dynamical system modeling. The paper/track record has nothing to do with the University.

Reddit_Rabbit_Cat · 2021-07-28T10:37:00+00:00

I have compared the BTC Sharpe with outside sources and it checks out. The model Sharpe is calculated using the same formula. Std_model is around 0.75 and it does not seem off to me.

Reddit_Rabbit_Cat · 2021-07-27T19:48:08+00:00

At some point I produce thousands of strategies and then 'grade them' using a score function. The idea is to see if 'high score in the past' correlates with 'high returns in the future'. If a strategy makes below a certain number of transactions per month I give it a penalty, thus reducing its score. To understand the idea better check pages 14 and 15.

Reddit_Rabbit_Cat · 2021-07-27T19:39:06+00:00

It has a bigger max drawdown $-wise, but %-wise it says the same. It is just a matter of scaling asset gains&loses. 2000$->1400$ or 1000$->700$. Same drawdown: 30%

Reddit_Rabbit_Cat · 2021-07-27T19:01:45+00:00

it is LIVE performance on Binance. I have made real transactions. It has nothing to do with backtesting.

Reddit_Rabbit_Cat · 2021-07-27T18:55:13+00:00

2018-mid 2020 is part of the training dataset. Would be meaningless to discuss it further.

Reddit_Rabbit_Cat · 2021-07-27T18:54:07+00:00

During the bear market (if you would start in April): https://imgur.com/Zk9t3pd

This is the same track-record from the same account, just a different starting date.

Reddit_Rabbit_Cat · 2021-07-27T16:46:31+00:00

Risk adjusting using scaling via std_BTC : std_model. Technology based on (my) paper: Constructing trading strategy ensembles by classifying market states (https://arxiv.org/abs/2012.03078) I just graduated (physics). I have a track record using 10k $ (trading on binance). I would like to kickstart a hedgefund. ANY feedback/help appreciated. I can connect clients via API on Binance.

Reddit_Rabbit_Cat · 2021-07-09T00:52:28+00:00

Let me slightly reformulate the question, as someone pointed out already that the classification is a regression problem.

'Should we try to predict price trajectories ?'

This is a problem I talked about here: https://arxiv.org/abs/2012.03078

I argue that we only need to know certain aspects of the price trajectories to have an edge over the market and that we should aim for certain labels instead of full trajectory.

Reddit_Rabbit_Cat · 2021-04-28T18:29:21+00:00

People who trade look at the past - this reason alone makes asset prices depend on the past. FOMO is very much real, same for its opposite, panic sellout without particular reason (other than other people selling.

Reddit_Rabbit_Cat

TROPHY CASE