nexin-me / system_strategies

A collection of ideas for trading systems

System Strategies

Dynamic Stop-Loss/Liquidation

• Linear Regression

• LOESS Regression

• Analysis of the OrderBook

Entries

• Average Range

API

• Basic API structure for buy / sell orders on any exchange

• Bitmex API Example

Pairs Trading

• Ornstein Uhlenbeck Model

• Coin Comparision (Heatmap)

• Stationarity

• Integration

• Cointegration

Functions

• Comparing Deviations

  • Interquartile Range
  • Standard Deviation
  • Mean Deviation
  • Median Absolute Deviation
  • RMSD

• Average True Range

• Markov (SPX)

• Transitional Probability

• Clusters (Top Platform)

• True RSI

Indicators

• Volume Profile

• VWAP