Algorithmic Trading

Implementation:

1. 1.Calculate rolling mean and standard deviation
2. 2.Enter when price > 2 SD from mean
3. 3.Exit at mean or opposite band
4. 4.Use Bollinger Bands or Z-score

Details:

• Markets:Stocks, ETFs, Forex pairs
• Timeframe:Minutes to days
• Win Rate:55-65%

Implementation:

1. 1.Calculate rate of change or RSI
2. 2.Enter on momentum breakout
3. 3.Use trailing stops
4. 4.Filter with volume confirmation

Details:

• Markets:Stocks, Crypto, Futures
• Timeframe:Hours to weeks
• Win Rate:40-50%

Implementation:

1. 1.Monitor price across exchanges
2. 2.Calculate profit after fees
3. 3.Execute simultaneous trades
4. 4.Manage execution risk

Details:

• Markets:Crypto, Forex, Stocks
• Timeframe:Milliseconds to minutes
• Win Rate:80-95%

Implementation:

1. 1.Quote bid and ask prices
2. 2.Manage inventory risk
3. 3.Adjust spreads dynamically
4. 4.Handle adverse selection

Details:

• Markets:All liquid markets
• Timeframe:Continuous
• Win Rate:51-55%

Implementation:

1. 1.Find cointegrated pairs
2. 2.Calculate spread z-score
3. 3.Trade spread mean reversion
4. 4.Dynamic hedge ratios

Details:

• Markets:Stocks, ETFs, Futures
• Timeframe:Days to weeks
• Win Rate:60-70%

Implementation:

1. 1.Feature engineering
2. 2.Train models (RF, XGBoost, LSTM)
3. 3.Cross-validation
4. 4.Walk-forward analysis

Details:

• Markets:All markets
• Timeframe:Any
• Win Rate:Varies