Statistical Arbitrage Bot Build in Crypto with Python (A-Z)
Build a Pairs Trade bot like a boss on the ByBit Crypto exchange with a statistical arbitrage edge in Python.
What you’ll learn
Gain hands-on experience in developing a Statistical Arbitrage pairs trading crypto bot
Automate and filter searches for all possible co-integrated pairs on a given exchange
Learn what actually moves price in the markets
Understand the use of metrics including hedge ratio, p-value, t-value and c-value
Learn fundamental trading principles and gain a proven statistical edge
Learn the optimal position size
Get clarity on entry and exit signals
Develop an automated bot that can place and manage limit and market orders automatically
Learn backtesting techniques for optimal pair selection
Learn how to calculate spread and Zscore for optimal entry and exit signals
Basic knowledge of Python preferred but not required per appendix tutorials
Very basic knowledge of cryptocurrencies required
As requested by the Crypto Wizards community, this course provides you with:
- An intuitive understanding of trading principles in crypto (and other) markets
- Optimal calculations for risk, position sizing and entry/exit signals
- Everything you need to know to practically get started in Statistical Arbitrage
- How to find edge in multiple places and stack as many odds in your favour as possible
- Pairs trading concepts which can profit in upwards, sideways and downwards (all) market conditions
- An understand of Statistical Arbitrage and associated metrics
- An understand on how trading works on a Crypto Exchange
- How to tap into exchange price information at lightening speed via WebSockets and REST API
- Python code and walkthrough (line-by-line) for finding your own co-integrated statistical arbitrage trading pairs
- Python code and walkthrough (line-by-line) for developing your own trading bot
Most retail traders never learn some of what you will come across here, either because those who understand the concepts have not taken the time to break this down so that anyone can follow, or because there is so much nonsense existing today that filtering through the noise can be challenging.
In this course, we aim to break down barriers so that absolutely ANYONE can understand and tap into the advantages that these techniques can provide. The lecturer, Shaun McDonogh, himself admits that he is not a math wiz, nor needs to be. Once you understand these principles, you can apply them anywhere.
We will be using the ByBit exchange (taking advantage of one major benefit offered by the exchange) to build and test our bot. At no point do we use real money for testing. Rather, we use the testate funds provided by the exchange for ensuring forward testing in a “live” testate environment.
IMPORTANT: This course is for educational purposes only. Nothing you learn in this course is promising favourable or adverse results. You will be learning known methods for calculating statistical arbitrage and building trading bots. How you test and implement this knowledge is up to you.
Who this course is for:
- Retail traders looking to gain a statistical edge in the crypto markets
- Beginner programmers looking for interesting Python projects related to trading
- Advanced traders looking for a proven strategy to add to their arsenal
Created by Shaun McDonogh
Last updated 3/2022
Size: 6.18 GB