tr8dr.github.io - Tr8dr – Musings on Algorithms, Models, and the Markets

Description: Musings on Algorithms, Models, and the Markets

Example domain paragraphs

I have a new stat/arb strategy in crypto that uses an adaptive state based system to identify MR opportunities on small portfolios of coins. I have identified ~1600 such portfolios across 200 coins, each of which is traded as a strategy. In practice I trade a portfolio of these strategies (which I term, “stratlets”), where the strategy is defined as a dynamically weighted portfolio of these stratlets.

While each stratlet is adaptive, adjusting internal parameters over time, there... 20 Aug 2021 Crypto Trading Depth

I have a collection of crypto stat/arb strategies I plan to trade as a portfolio of strategies. Each strategy trades a small mean-reversion portfolio of loosely cointegrated coins, based on a bayesian state-based model. The returns in cryptos for this sort of strategy are phenomenal, however, finding enough size can be difficult for some coin portfolios.

Links to tr8dr.github.io (2)

quantocracy.com Quant Mashup - Quantocracy
markrbest.github.io Quantitative Trading – Trading ideas and discussions