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I tried my reports as explained in the past few weeks. This include various market conditions that I only came across 2 pairs of interest. I may need to develop a watchlist script that will place orders when conditions are met.
As with no difference in a pair trading, you need to use a benchmark to compare your crypto currency pair against. This will be BTCUSD (Bitcoin/US Dollar) as that is the grand daddy in this asset class. If you have followed me years ago, I I use indicators like Beta for those outperform the benchmark. We can place a market order using position sizing from my portfolio optimizer I have demoed numerous times.
http://quantlabs.net/blog/2018/07/potential-cryptocurrency-pairs-worth-noting-upward-move/
By QuantLabs.net2.5
66 ratings
I tried my reports as explained in the past few weeks. This include various market conditions that I only came across 2 pairs of interest. I may need to develop a watchlist script that will place orders when conditions are met.
As with no difference in a pair trading, you need to use a benchmark to compare your crypto currency pair against. This will be BTCUSD (Bitcoin/US Dollar) as that is the grand daddy in this asset class. If you have followed me years ago, I I use indicators like Beta for those outperform the benchmark. We can place a market order using position sizing from my portfolio optimizer I have demoed numerous times.
http://quantlabs.net/blog/2018/07/potential-cryptocurrency-pairs-worth-noting-upward-move/