Research - Down To Crypto

Is the Trend Our Friend?

Though the SMA is a lagging indicator (as most indicators are) it is hypothesized that price action above its value will provides a slightly better than average performance by avoiding periods where price is trending downwards.

Research

Massively Meaningful Moves or Mediocre Market Signals: Part Two

Based on the previous look into significantly large moves in the crypto universe it was determined that the environment after a larger (greater than two standard deviations) up move provides little to no alpha or trading advantage.

Research

Massively Meaningful Moves or Mediocre Market Signals?

Bitcoin and other crypto currencies are known for their volatility and ability to make monstrous moves seemly out of nowhere. The purpose of this little investigation is to see if these moves can provide any meaningful insight into the direction BTC will go in the next several days.

Research

What Two Weeks of Using AI has taught Me

Here are a few of my key lessons learned from my so far brief experience using AI to develop trading strategies.

Research

Genetic Optimization Follow Up

This is a step I will be doing on all my AI concocted strategies as I don't ever want to blindly trust what the terminators say to do.

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Survival Of The Fittest

I have been on a slight hiatus from writing the last few weeks because I undertook a rather large project… Genetic optimization.

Research

Short Trading Strat: Part 2

Well it’s been two long weeks spent back testing and trying various permutation based upon the hypothesis discusses in my last article. I am going to jump right in and go into some of the things I found and discuss the various back testing results. As usual None of this if financial advice!

Research

Short Strat Development: Part 1

Last time I discussed how I was going to really focus on developing a short strategy,... This is a hole I want to patch in my portfolio as soon as possible.