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Quants Trading: Assignment

The document outlines 3 tasks for a quant trading assignment, including observing crypto market crash data on sites like TradingView to look for patterns in volume, momentum, moving averages, and other indicators before and during crashes, hypothesizing how machine learning could be used to predict market entries and exits using techniques like decision trees and neural networks, and researching different tools for backtesting, applying algorithms, and maintaining trading bots such as TradingView, Cloudquant, FXCM, 3Commas, Glassnode, and LookIntoBitcoin.

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Sudarshan Tlk
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131 views6 pages

Quants Trading: Assignment

The document outlines 3 tasks for a quant trading assignment, including observing crypto market crash data on sites like TradingView to look for patterns in volume, momentum, moving averages, and other indicators before and during crashes, hypothesizing how machine learning could be used to predict market entries and exits using techniques like decision trees and neural networks, and researching different tools for backtesting, applying algorithms, and maintaining trading bots such as TradingView, Cloudquant, FXCM, 3Commas, Glassnode, and LookIntoBitcoin.

Uploaded by

Sudarshan Tlk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Quants Trading

Assignment
Conceptual Model of Algorithmic Trading
Task 1: Observations
1) Go to tradingview.com and checkout the graphs of the following dates for Crypto Market
Crashes.
You can check any crypto currency charts: BTC/USD, ALT coins charts( ALTPERP etc) or Total
Crypto Market

Crypto- Market Crashes

1. Dec 2017 (27th December) and Jan 2018

2. March 2020(8th to 12th march):

3. May 2021(19th May)


2) Have to see what happens to these parameters(or anyother)
Parameters
before & during the market crash observe any correlations in the 1 st and 2nd crashes. (use
Inbuilt indicators to get values)
• Volume (in percentage)
If you can find any similarities or patterns, try to see if we had a alert for these
• Momentum
for 3rd market crash , would it be useful in prediction? Support your answer with data/graph
• Moving Averages
NOTE: No programming or market knowledge is required for this, this is just pure
• Standard Deviation Observation and analysis.
• Stochastic Oscillator
Task 2: Hypothesis
• Write your ideas, guesses and speculations how could we use the ML
to predict the market entries and exits.

 Decision Trees
 Gradient Boosted Decision Trees
 Neural Networks (long-short term memory methods)

For Ex: One theory could be we can use all trades data to split each
trade into winning or loosing trade and try to train the ML based on
decision trees.
Task 3: RESEARCH
• Explore different tools we can use for machine learning, Hit and trial, creating Profit Loss
Dashboard, maintenance of our trading bots once created

• For example:
Tradingview for backtesting
• Cloudquant for applying algorithms
• FXCM & 3commas: for backtesting and creating bots
• Glassnode: for data and datascience based analytics, lookintobitcoin : databased analytics
• Lunarcrush for market sentiments and social media trends

• Do your own research for different tools you find fascinating or interesting, document 5-10 with
what was the interesting feature in them. [ try focusing on crypto tools]
• Do only 2 tasks of these
• Prepare a google document/sheet/presentation as per your
convenience, share link permissions as viewable by all
• These tasks should ideally take anywhere from 1hour to 5hours
• Submit the tasks on the google form within the time.

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