The paper discusses the strategy which yields excess returns (6% annually or more) , based on the concept of measuring volatility in terms of smoothness and roughness for the underlying and develops a trading strategy.🧵
Like, Retweet and comment "Rough Vol" to receive the code.
@Lodson_ Facing the same challenge atm. I‘ll give backtrader with the Interactive Brokers integration a shot - all in my small cloud server with IB gateway. But the integration with legacy markets still really painful comparing with the crypto exchange APIs tho…
Sweated the fucked outta this position on stream. Was down $40k.
Said if the trading gods let me get to break even I’ll give away some money lol.
Man of my word.
$2000 to someone who likes and RTs.
YouTube is a FREE #crypto university.
But only if you subscribe to the right channels.
Here are 10 YouTube channels that will teach you more than any $50k mentorship program:🧵
(Instant Bookmark)
@BowTiedFeline@WifeyAlpha This seems like a nice declarative dashboarding tool too: https://t.co/9rFIpkiVOH. Design-wise there‘s some room for improvement though :-)
@BowTiedFeline@WifeyAlpha Well I've been experimenting with Superset, Redash a bit, switched to Plotly Dash and now I think I'll check out streamlit...what about you?
@BowTiedFeline@WifeyAlpha Yes, exactly. While I do like the freedom to do some calculations via code I‘d sacrifice it partially to have a cleaner structure.