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June 04, 2018, 02:52:15 AM |
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What services are being provided?
- Backtest and do thorough analysis a trading strategy that you provide trading rules for. Analysis includes advanced metrics such as Monte-carlo analysis, walk-forwarding, comparison to other benchmarks, etc. Strategy will be tested for different market regimes.
- Improve this strategy to increase revenue, minimize drawdowns or target some metrics such as risk aversion. Strategy will be optimized on historical data. In-sample and out-of-sample approach will ensure that the strategy is not being overfitted, along with several other metrics for measuring this issue.
- Automate this strategy using a trading bot that notifies everything it does via a notification service. The bots will work on exchanges including (but not limited to) Binance, Bittrex, and Poloniex. Ask me if your particular exchange is supported. The bot will require a server to work on, and at the moment has no web interface, but I can add this, and any other feature that you may require.
ETA, Price and other relevant information
Backtesting and analysis of a strategy [Single Asset] - 1 day ETA, 0.02 BTC
Backtesting strategy on a [Portfolio of Assets] - 1 day ETA, 0.03 BTC
Backtesting and Improvement of a strategy [Single Asset] - 2 day ETA, 0.04 BTC
Backtesting and Improvement of a strategy [Portfolio of Assets] - 2 day ETA, 0.06 BTC
Backtesting, Improvement and Automation [Single Asset] - 5 day ETA, 0.12 BTC
Backtesting, Improvement and Automation [Portfolio of Assets] - 7 day ETA, 0.21 BTC
- Through Backtesting, I will provide you with several charts and historical performances that analyses strategies performance in various market regimes. I will, also, provide you with a detailed documentation on what each metrics report and a final analysis of what you can expect from using this strategy in a live market. This service will not provide you with any code used for performing such analysis.
- Through improvement of a strategy, I will test and optimize your strategy (while avoiding overfitting) on a variety of market regimes and try to come up with a sensible but generic strategy that has improved revenue/drawdowns or risk aversion. As a deliverable of this service, I will provide you with improved trading rules for you. There is a chance that I am unable to provide optimization (better) results, in which case, I will refund the cost of improvements and only charge for backtesting the strategy.
- Through automation of a strategy, I will backtest, optimize and make a trading bot for your strategy that will run on the exchanges mentioned above, and notify you of whatever it does. I will support trading bots that I create for a minimum period of 1 month to ensure they work as expected and are fully-functional on their own. This service does include the code for trading bot so that you can review what it is doing.
How does this deserve money? I can download Gekko...
Yes, you can. But:
1. You need to be able to write the strategy as a code (which many traders might not be able to).
2. You can not perform analysis on a portfolio of crypto-assets, e.g. I want to know what happens if I rebalance my portfolio every week based on previous weeks most trending cryptos? The backtesting libraries that do provide testing on multiple-assets don't either have documentation for them, or else, you can not use them to automate your trades.
3. Gekko (or other libraries) do not provide advanced analysis such as Monte Carlo simulation, or the likes. I can provide you with an estimate of the worst-case scenario your strategy may entail.
4. And, this is the most imporant one - This service is not focussed on backtesting things - This service is primarily focussed on getting your own customized trading bots on a set of rules that you have. The other services are, primarily, here to help you come up with such a strategy in the first place before you try to automate them.
You can post here or PM me to discuss this further.
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