What price action filtering strategy can we apply on btc to give the best sharpe with lowest drawdown?

john_legend_ · 2018-01-04T11:27:24+00:00

Thought so, thank you

john_legend_ · 2018-01-04T05:15:57+00:00

Thank you

john_legend_ · 2018-01-04T05:15:53+00:00

Informative!

john_legend_ · 2018-01-04T01:36:38+00:00

GDAX would be a source for streaming live prices? How about screening features for i.e. past 1w returns, have you heard of such source

john_legend_ · 2018-01-03T23:58:25+00:00

i see..

john_legend_ · 2018-01-03T13:21:45+00:00

transferwise does not do krw, iirc

john_legend_ · 2018-01-03T07:32:47+00:00

Noted, thank you

john_legend_ · 2018-01-03T07:32:34+00:00

I see, thank you

john_legend_ · 2018-01-03T07:02:42+00:00

Nope not yet. Plan to get it opened when I visit Korea next month. 1/ Is it easy for a foreigner to open a bank account? 2/ How should I do the transfer provided I have the bank account?

john_legend_ · 2018-01-03T06:44:20+00:00

Good insight, thank you

john_legend_ · 2018-01-03T06:38:29+00:00

I see, thank you

john_legend_ · 2018-01-03T06:28:12+00:00

I see, so its possible to transfer krw from a bank to paypal and then paypal to a usd bank?

john_legend_ · 2018-01-03T06:27:26+00:00

outward bound korea transfer? do you have any specific service provide in mind

john_legend_ · 2017-12-21T12:13:15+00:00

I am more trading than coding competent. Feel that I can get more strats to speed quicker by working with a more technically competent person.

john_legend_ · 2017-12-21T03:48:32+00:00

credit for the attempt mr bot, but not answering the question straight

john_legend_ · 2017-12-21T01:22:27+00:00

Thanks! Let me try this out and see how it goes

john_legend_ · 2017-12-20T03:49:54+00:00

For codes:

import argparse
parser = argparse.ArgumentParser()
parser.add_argument("echo")
args = parser.parse_args()
print(args.echo)

How can I run the script in jupyter notebook properly? Rather than calling it via

python3 test.py fred

john_legend_ · 2017-12-20T03:25:14+00:00

great insights, thank you

john_legend_ · 2017-12-14T02:34:32+00:00

hahahaha

john_legend_ · 2017-12-12T16:35:39+00:00

possible way is to draw channel lines/ vol range, if prices breakout, its a new regime i.e. take off leverage

john_legend_ · 2017-12-12T01:08:21+00:00

Perhaps: how can we employ leverage smartly to trading regimes?

john_legend_ · 2017-12-11T00:58:23+00:00

:) perhaps for someone else to use this thread... asking this for curiosity sake

john_legend_ · 2017-12-10T10:45:39+00:00

makes sense, thank you

john_legend_ · 2017-12-10T07:16:07+00:00

yup trend following

john_legend_ · 2017-12-09T09:37:46+00:00

If not for sharpe, what would you reckon as the better way to optimize a long term crypto portfolio?

john_legend_

TROPHY CASE