/theoceanx-problems

Solving problems from their series of articles Algorithmic trading 101

Primary LanguageJavaScriptMIT LicenseMIT

theoceanx-problems

Solving problems from their series articles of Algorithmic trading 101, using their library.


Problems

  • Problem 00The withdrawal of a sample
  • Problem 01Write a new MA, AR, and/or ARMA strategy using The Ocean X terminology/API tools
    • BonusBacktest against publicly available data
  • Problem 02Create your own mean reverting model using The Ocean X API
    • BonusBacktest on data available at CoinAPI.io
  • Problem 03Create an arbitrage model between The Ocean X and Binance
    • BonusUsing Binance data, create a correlation matrix between pairs of tokens to find ‘equilibrium’ levels