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Investment Thesis
Adaptive State-Based Crypto Trading
An crypto trading strategy utilizing a three-state system (Normal, Reversed, NotReliable) that adapts based on measured prediction accuracy. The system transitions between states when accuracy crosses predefined thresholds (48% for Normal, below 43% for Reversed), with positions sized at 98% of capital and managed through multiple exit conditions including take-profit (0.5%), time limits, and signal reversals.
Limitations: fixed thresholds and no accounting for transaction costs.
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Quant League Bot
Competition entry updated by Jerry Yang
Martin
Can't test out this strategy since the model files are in object storage and not shared.
Quant League Bot
Competition entry updated by Jerry Yang
Nguyen Van Thanh
Hi, thank you for publishing the alpha backtest. I would like to ask about turnover. If the turnover is that big (3k5%), then when trading for real, all the profit will be lost due to the transaction cost, right? I look forward to your answer. Thank you.
Nguyen Van Thanh
Hello, I see in the code there are 2 json files:
public static string ModelParamsFileName = "baseline_model_params.json";
public static string ThresholdArrayFileName = "baseline_threshold_array.json";
I would like to ask if you can provide the source code of these 2 files? Thank you
Michael monahan
Why can any of these strats be cloned? just returns no values
Quant League Bot
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