2024 Jacaranda Projects - Quant.md

Project 1 - Fundingrate Arbitrage

Description

The funding rate represents the difference between the mark price of the perpetual futures market and the index price, which is equivalent to the spot market of the underlying asset. Funding Rate Arbitrage is an advanced trading strategy that leverages the differences in funding rates between various cryptocurrency exchanges.

Key points:

cholian.chaoli@gmail.com

https://www.linkedin.com/mynetwork/

1. Learn about the concept of the arbitrage.

   1. Perpecture Future

   2. Binance, Gate Open the account, deposit 100$

      1. Earn one time for the fundingrate.
      2. Know the leverage (Cross/Isolated)
      3. setting your own API

   3. Coding: CCXT, asyncio python / multiproceesing, typing, GitHub, CCXT pro

   4. Spot vs Perpectural future arbitrage on funding rate

2. Learn about the pair order execution (High-frequency related).

   1. AB exchange order execution

3. Demo and test the arbitrage.

   1. Real trading test

4. Deploy the arbitrage over the AWS with real money.

   1. Airflow, Corn, AWS

Note:

Although the idea is currently undergoing the testing phase and can not promise a feasible arbitrage, actually It was profitable from my small money test :), I hope I can show you what my daily work should look like.

Requirements:

1. Coding language
2. Trading experience
3. Math

Project 2 - Build trading strategy with machine learning.

Description

The project will guide you a standard working flow (at least I know in the industry area) how we can research and build your own trading strategy with some mainstream skills, for example, Machine Learning, Time series, Deep Learning.

Key points:

1. Learn how to fecth the data
2. Learn how to do the backtesting
3. Build first demo trading strategy
4. Deploy the stratgey with fake money

Requirements:

1. Python
2. Machine learning skills