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Author Topic: [ANN] Cryptoportfolio.io, Build Diversified and More Profitable Portfolio 🌟🌟🌟  (Read 359 times)
Damariis
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July 19, 2017, 05:57:42 AM
 #1

 
Dear fellow investors,

I created a website that gives buy and sell signals on various cryptocurrencies to help compose a well diversified portfolio that periodically adapts to recent changes in market developpment.


  • The algorithm automatically recomposes the portfolio every Monday at 00:15 am UTC to adapt to the new dynamic of the cryptocurrencies market.
  • Each selected digital asset remains in the portfolio for seven consecutive days.
  • For some assets the position may be short to speculate on a fall in price during a bear market (at this time for example the portfolio n ° 1 is short for about 75%).
  • All positions are open against Bitcoin - note that the table in "Portfolio Structure" shows returns in U.S. dollar.
  • The strategy used is a mix of trend following and Harry Markowitz's portfolio theory.
  • Only Poloniex tokens are taken into account at the moment but Bittrex markets will be added soon.

To summarize, the algorithm establishes a quality score for each cryptocurrency, based on its recent performance, on its volatility and its correlation with a set of previously selected cryptocurrencies. I don't plan to disclose publicly the algo, I'm sure you'll understand.

The graph includes a backtest period from January 2015 to December 2016 and since the algorithm uses the market data in real time.

Return of a single position is converted in U.S. dollar in the table of portfolio structure.

To replicate a position, you must enter limit orders at the Monday opening price. There is therefore a 15-minute lag between the time the data is available (00:15 am) and the limit buy or sale price (00:00 am). It's the script execution time on a tiny Raspberry.

For the moment it works with the data of Poloniex but I plan to add other market places to take into account the most recent cryptocurrencies from the ICO fever.

https://cryptoportfolio.io

Also posted on Reddit.
https://www.reddit.com/r/BitcoinMarkets/comments/6mlfa9/i_created_a_website_that_gives_buy_and_sell/
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btcdee
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July 19, 2017, 10:02:39 AM
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Very nice work!
Is there a reason you chose a weekly time-frame over another?

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July 19, 2017, 01:12:51 PM
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I created a website that gives buy and sell signals on various cryptocurrencies to help compose a well diversified portfolio that periodically adapts to changes in recent market developpment.
The algorithm automatically recomposes the portfolio every Monday at 00:15 am UTC to adapt to the new dynamic of the market.
Each selected asset remains in the portfolio for 7 consecutive days. For some assets the position may be short to speculate on a fall in price during a bear market (at this time for example the portfolio n ° 1 is short for about 75%). All positions are open against Bitcoin.
The strategy used is a mix of trend following and Harry Markowitz's portfolio theory. To summarize, the algorithm establishes a quality score for each cryptocurrency, based on its recent performance, on its volatility and its correlation with a set of previously selected cryptocurrencies. I don't plan to disclose publicly the algo, I'm sure you'll understand.
The graph includes a backtest period from January 2015 to December 2016 and since the algorithm uses the market data in real time.
Return of a single position is converted in U.S. dollar in the table of portfolio structure.
To replicate a position, you must enter limit orders at the Monday opening price. There is therefore a 15-minute lag between the time the data is available (00:15 am) and the limit buy or sale price (00:00 am). It's the script execution time on a tiny Raspberry.
For the moment it works with the data of Poloniex but I plan to add other market places to take into account the most recent cryptocurrencies from the ICO fever.
https://cryptoportfolio.io
Also posted on Reddit.
https://www.reddit.com/r/BitcoinMarkets/comments/6mlfa9/i_created_a_website_that_gives_buy_and_sell/


I have brain fog.

Can you post a simplified explanation? How do we use it. what are the steps.
Damariis
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July 19, 2017, 03:49:04 PM
 #4

Very nice work!
Is there a reason you chose a weekly time-frame over another?

Thanks,

Initially I tested with dailly reballancing but it costed too much in market fees. Also dailly trend is more volatile and is not that reliable.
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July 19, 2017, 03:56:37 PM
 #5

Please explain about this project in more detail, what is the total coin or tokens that will be made, how many premines for this. I hope this project is a good project and successful in sales

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Damariis
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July 19, 2017, 04:24:44 PM
 #6


I have brain fog.

Can you post a simplified explanation? How do we use it. what are the steps.

There is a FAQ on the webpage that will probably answer your questions  Wink The idea is that if you believe this strategy is good and you want to follow one of the portfolios then you'll need to replicate the open positions with your own account.
Spratan
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July 20, 2017, 12:43:50 PM
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I have brain fog.

Can you post a simplified explanation? How do we use it. what are the steps.

There is a FAQ on the webpage that will probably answer your questions  Wink The idea is that if you believe this strategy is good and you want to follow one of the portfolios then you'll need to replicate the open positions with your own account.

The signal is in the middle of the night in Europe. Are prices still relevant the morning after ? Any chance to have a signal earlier, before bed, or later in morning ? Did you backtest with -6 or +6h orders ? Thanks




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Rigorous
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July 20, 2017, 12:50:39 PM
 #8

Nice work! Keeping an eye on this, especially the trading bot.
Damariis
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July 20, 2017, 09:55:06 PM
 #9


I have brain fog.

Can you post a simplified explanation? How do we use it. what are the steps.

There is a FAQ on the webpage that will probably answer your questions  Wink The idea is that if you believe this strategy is good and you want to follow one of the portfolios then you'll need to replicate the open positions with your own account.

The signal is in the middle of the night in Europe. Are prices still relevant the morning after ? Any chance to have a signal earlier, before bed, or later in morning ? Did you backtest with -6 or +6h orders ? Thanks

Hi, I didn't backtest with -6 or +6h and have no idea how relevant the signal is the morning after. Recently I've customized the script so it can generate a pre-update of the portfolio based on market data few hours before Monday 00:00 UTC. The idea is that pre-update gives an insight of what the update of Monday 00:15 UTC look like, but it's subject to changes.
Damariis
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July 20, 2017, 10:02:44 PM
 #10

Nice work! Keeping an eye on this, especially the trading bot.

Thanks, good news is that trading bot could arrive well before 2018 Smiley
AmoreJaz
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July 20, 2017, 10:07:16 PM
 #11

sounds like a nice service for many to use! keep up the good work . good luck!!

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Spratan
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Today at 08:33:54 AM
 #12


I have brain fog.

Can you post a simplified explanation? How do we use it. what are the steps.

There is a FAQ on the webpage that will probably answer your questions  Wink The idea is that if you believe this strategy is good and you want to follow one of the portfolios then you'll need to replicate the open positions with your own account.

The signal is in the middle of the night in Europe. Are prices still relevant the morning after ? Any chance to have a signal earlier, before bed, or later in morning ? Did you backtest with -6 or +6h orders ? Thanks

Hi, I didn't backtest with -6 or +6h and have no idea how relevant the signal is the morning after. Recently I've customized the script so it can generate a pre-update of the portfolio based on market data few hours before Monday 00:00 UTC. The idea is that pre-update gives an insight of what the update of Monday 00:15 UTC look like, but it's subject to changes.

Thanks,
As long it is the same 1W period, the results should be the same in a long term with a signal 6h after or before.




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