after a long period of fiddeling around and programming indicators and strategies I thought it might be valueable to start a journal to document my journey, especially problems and pitfalls and toughts on solutions. I will start with an overview about the what and how.
My mindset:
- I'm in the fortunate situation not worry about a day job, so I can concentrate on this venture for a while.
- I have a programming and management background (aehm, not the best coder nor manager in the world:)
- The productive system is managing real cash
On traditional instruments
- I've launched an intraday algorithm on the Micro ES-Mini future in April, which I developed a a few months earlier. The 1st few months have been on 1 MES contract only and now it's running on 4 MES contracts. It's long only, since I don't get any tradable results on the short side so far.
- I'm planing to have a lot more instruments up and running in the foreseen future.
- I'm using IB as broker and Kinetick as data provider for the tradtidional asset.
I've attached the latest backtest with the productive strategy on 1 contract ES-mini
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On crypto pairs
- This is my Crypto protfolio backtest (2018 untill today) with a USD 100k initial capital in
the most 7 liquid pairs on dailys.
- It's market neutral (long/short)
- This strategy is productive for only 4 weeks.
- Aim of this strategy is to get volatility out of this asset class and make it investable for me.
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- Before that, I've had a intraday strategy live for a month or so, but the commission eat up
all profits. Crypro commissions are still way too much today.
- I'm using Bitfinex and Binance as exchanges
On productive systems
- On the hardware side I'm using Amazon AWS Ec2 instances for production, which are monitored from the outside via Uptime Robot.