Aug 10Exploiting the DeFi Ecosystem with Flash Loans For ProfitAs a quantitative analyst and trader deeply immersed in the world of cryptocurrencies and decentralised finance (DeFi), I have witnessed the rapid evolution of financial instruments that leverage blockchain technology. One of the most intriguing developments to emerge is the concept of flash loans, a unique tool within the DeFi…Defi6 min readDefi6 min read
May 25Harnessing Price Relationships: Statistical Arbitrage Strategies with Delta Neutral Positions in DeFiIntroduction Delta-neutral strategies are a type of statistical arbitrage strategy that seeks to eliminate market risk by hedging the portfolio with derivatives. This means that the portfolio will not be affected by changes in the underlying asset prices. …Statistical Arbitrage10 min readStatistical Arbitrage10 min read
May 18Statistical Arbitrage in the Cryptocurrency Market: Strategies, Best Practices, and Key Statistical Methods using PythonStatistical arbitrage is a popular trading strategy used by quantitative analysts to profit from market inefficiencies. In this article, I will explore what statistical arbitrage is, how it works, and how it differs from traditional forms of arbitrage. Arbitrage is a trading strategy where a trader takes advantage of differences…Statistical Arbitrage8 min readStatistical Arbitrage8 min read
May 4What are some common pitfalls to watch out for when using the Sharpe ratio to evaluate crypto trading strategies?As a quantitative analyst in the cryptocurrency space, I often use the Sharpe ratio to evaluate the risk-adjusted returns of various investment strategies. However, there are several common pitfalls to watch out for when using the Sharpe ratio to evaluate crypto trading strategies. …Cryptocurrency Trading4 min readCryptocurrency Trading4 min read
Apr 19Optimizing Your Crypto Portfolio: Diversification, Risk Management, and Optimization TechniquesIn my experience, crypto portfolio optimization is a complex and challenging task that requires careful consideration of a variety of factors. As a quantitative analyst, I have found that the most effective way to perform crypto portfolio optimization is to use a combination of diversification, risk management, and optimization techniques. …Portfolio Optimization4 min readPortfolio Optimization4 min read
Apr 17Using Market Fundamentals To Predict Crypto Market TrendsMarket fundamentals refer to the economic and financial factors that underpin the value of a market or asset. In the context of the cryptocurrency market, market fundamentals can include factors such as the adoption rate, transaction volume, and regulatory environment. From experience, a trading model with a market fundamentals strategy…Cryptocurrency4 min readCryptocurrency4 min read
Apr 8From Business Developer to Quantitative Trader: A Pandemic Success StoryI got motivated to write my story because I stumbled on this tweetMachine Learning3 min readMachine Learning3 min read
Apr 4Using Sentiment Analysis Machine Learning Models to Predict Crypto Market TrendsCryptocurrencies have been an emerging market that has seen tremendous growth in recent years. Since 2009, when Bitcoin, the first cryptocurrency, was created, thousands of other cryptocurrencies have been introduced into the market. The rise of cryptocurrencies has created a demand for new ways to analyze market trends and make…Algorithmic Trading3 min readAlgorithmic Trading3 min read
Published inCoinmonks·Apr 3Building a Successful Crypto Quant Trading System: Considerations and Best PracticesIn this article, I explore some considerations and best practices for building a successful crypto quant trading system that I’ve learned over the past few months. 1. Define Your Trading Strategy The first step in building a successful crypto quant trading system is to define your trading strategy. This involves deciding on the types of…Algorithmic Trading5 min readAlgorithmic Trading5 min read
Aug 3, 2022Creating Automated Profitable DeFi Trades with Weighted Graph AlgosIn this article, I explore methods that allows me to create automated profitable DeFi trades. Suppose you are a newbie in the world of DeFi, realistically, the chances for you to actually gain profits when trading is rare. …Defi14 min readDefi14 min read