Introducing Bitcoin Strategies

Strategies

• Bitcoin One
• Bitcoin One 2.0
• Bitcoin F
• Bitcoin S
• Bitcoin S 2.0
• Bitcoin S 3.0
• Bitcoin Pi
• Bitcoin Pi 2.0
• Portfolio of strategies

All strategies are based on quantitative alpha models.

API response

Example of an API response:

{ "1586476800000": {
  "date": "2020-04-10",
  "signal": 1,
  "returns": 0.0,
  "cumulative": 247.3032370321,
  "drawdown": 0.0,
  "limit": 6868.6245
}

• “1586476800000” - all responses are indexed by Unix timestamps
• “date” - Unix timestamp in human readable format
• “signal” - signal for tomorow: > 0 - buy, < 0 - sell short, 0 - close position, do nothing
• “returns” - yesterday profit and loss
• “cumulative” - cumulative returns of the trades
• “drawdown” - drawdowns of the trades
• “limit” - limit price

Bitcoin One

This is long only Bitcoin strategy, using returns model.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Bitcoin One 2.0

This is long only Bitcoin strategy, using returns model.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Bitcoin F

This is same as Bitcoin One, just uses additional risk filter.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Bitcoin S

This is long only Bitcoin strategy, using some of statistical methods to generate signals.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Bitcoin S 2.0

This is long only, weekly Bitcoin strategy, using statistical model.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Bitcoin S 3.0

This is long only, weekly Bitcoin strategy, using other strategies.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Bitcoin Pi

This is long only Bitcoin strategy using pattern recognition.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Bitcoin Pi 2.0

This is long only Bitcoin strategy using pattern recognition.

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

Portfolio of strategies

This is trading strategies portfolio (“index”) of several of the above trading strategies.

Correlations of the strategies:

Returns, %

Drawdown, %

Yearly returns, %

Monthly returns, %

Weekly returns, %

MAE distribution, %

MFE distribution, %

Rolling MAE, %

Rolling MFE, %

How to get access to signals of the above mentioned strategies

I am workng hard to release this to the public. It will be implemented in a few steps, subject to change without notice:

• API memberships
• Email and SMS alerts
• Arbitrage strategies, bots
• Strategy portfolio signals

Notes

This page will be updated without a notice if new strategies are released.

Images will be updated daily after API launch.