over budget
Democratised AlgoTrading on Cardano
Current Project Status
Unfunded
Amount
Received
$0
Amount
Requested
$50,000
Percentage
Received
0.00%
Solution

Develop automated ML trading ensemble method based on following top K=100 traders centralised exchange accounts and wallets.

Problem

Classic blockchain rewards focus on market making fees, PoS rewards & lending, leaving a big revenue area of automated trading untapped.

Addresses Challenge
Feasibility
Auditability
Impact

Team

2 members

Democratised AlgoTrading on Cardano

Options Volatility & Pricing. Advanced Trading Strategies and Techniques. Sheldon Natenberg. 2nd edition. [1] Active Portfolio Management. A Quantitative Approach for Producing Superior Returns and Controlling Risk. Richard C. Grinold, Ronald N. Khan. 2nd edition. [2] Derivatives - Models on Models. Espen Gaarder Haug. [3] Systematic Trading. Robert Carver. [4] Modern Portfolio Theory and Investment Analysis. Edwin J. Elton et al. 9th edition. [5] The xVA Challenge. Jon Gregory. 3rd edition. [6] Principles of Professional Speculation. Victor Sperandeo. [7] Asset Price Dynamics, Volatility, and Prediction. Stephen J. Taylor. [8] Paul Wilmott on Quantitative Finance. Paul Willmot. 2nd edition. [9] Trading Volatility, Correlation, Term Structure, and Skew. Colin Bennet. [10] Options, Futures, and Other Derivatives. John C. Hull. 8th edition. [11] Modern Investment Management. An Equilibrium Approach. BOb Litterman and the Quantitative Research Group, Goldman Sachs Asset Management. [12] Continuous-Time Finance. Robert C. Merton. Revised edition. [13] The Volatility Surface. A Practitioner's Guide. Jim Gatheral. [14] The Man Who Solved The Market. How Jim Simons Launched The Quant Revolution. Gregory Zuckerman. [15] Asset Pricing. John H. Cochrane. Revised edition. [16] Basic Stochastic Processes. Zdzisław Brzeźniak, Tomasz Zastawniak. [17] Advances in Financial Machine Learning. Marcos Lopez de Prado. [18] Investment Science. David G. Luenberger. [19] Fractals and Scaling in Finance. Discontinuity, Concentration, Risk. Benoit B. Mandelbrot. [20] Finding Alphas. A Quantitative Approach to Building Trading Strategies. Igor Tulchinsky et al. [21] Brownian Motion, Martingales, and Stochastic Calculus. Jean-François Le Gall. [22] Stochastic Volatility Modeling. Lorenzo Bergomi. [23] Risk and Asset Allocation. Attilio Meucci. [24] Dynamic Hedging. Managing Vanilla and Exotic Options. Nassim Taleb. [25] Tail Risk Hedging. Creating Robust Portfolios for Volatile Markets. Vinner Bhansali. [26] Modelling Extremal Events: for Insurance and Finance. Paul Embrechts et al. [27] Statistical Consequences of Fat Tails. Real World Preasymptotics, Epistemology, and Applications. Nassim Nicholas Taleb.

 

Security [SEC.0] Rubber-hose cryptanalysis. Wikipedia article. URL: https://en.wikipedia.org/wiki/Rubber-hose_cryptanalysis. Accessed on 2021/04/26.

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Playlist

  • EP2: epoch_length

    Authored by: Darlington Kofa

    3m 24s
    Darlington Kofa
  • EP1: 'd' parameter

    Authored by: Darlington Kofa

    4m 3s
    Darlington Kofa
  • EP3: key_deposit

    Authored by: Darlington Kofa

    3m 48s
    Darlington Kofa
  • EP4: epoch_no

    Authored by: Darlington Kofa

    2m 16s
    Darlington Kofa
  • EP5: max_block_size

    Authored by: Darlington Kofa

    3m 14s
    Darlington Kofa
  • EP6: pool_deposit

    Authored by: Darlington Kofa

    3m 19s
    Darlington Kofa
  • EP7: max_tx_size

    Authored by: Darlington Kofa

    4m 59s
    Darlington Kofa
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