Bitcoin – Arbitrage and Algo Trading

Bitcoin – Arbitrage and Algo Trading

Renaissance Technologies LLC, also known as RenTech[4] or RenTec,[5] is an American hedge fund based in East Setauket, New York,[6] on Long Island, which specializes in systematic trading using quantitative models derived from mathematical and statistical analysis. The firm is regarded as the most successful hedge fund in the world.[7] Their signature Medallion fund is famed for the best record in investing history. Renaissance was founded in 1982 by James Simons, an award-winning mathematician and former Cold War code breaker.

Stock training is extremely advanced with companies that only trade using software 24/7 such as Opiver, few companies with similar capability is now moving into Crypto trading using automated bots. This is my research and attempt to build one.

Architecture

  • BackTesting
  • Exchange that support API training
  • Visuals
  • Strategies
  • Clearance
    • Is ti transfer profits out a wallet for safety as exchanges get hacked all the time, it can be a offline wallet address you can recover.

Strategies

Process

  • Build a VM with bots
  • Platform setup
    • FXcm
    • binance
    • IB
  • Setup Exchange connectivity
    • 1. Exchange with API
    • 2. Clearance
  • Collect Data
  • Analysis Data
  • Find Partners
  • Back Test
  • Live Test

Signals

  • https://blockfolio.com/signal
  • https://www.coingecko.com/en/beam

Tools

  • MatLab
  • Tensorflow
  • ELK

Research