posts

Never Pay Fees Again: Mimic Market Buys with Limit Chase Orders in Python

Monitor an Ethereum Addresses with Python & .mp3 Alerts

Notes: Market Liquidity with Automated Market Makers (x*y=k)

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Backtested: Rebalancing Long-Short Pair Trades

Good Resources (external)

Volume Profiles in Python

CCXT - Exchange module written in many languages, with compatibility for many exchanges.

Run your own bitcoin node for on-chain data, for other bloatchains you'll likely have to pay for some APIs (Quicknode for BSC, Infura for Eth)

Lecture: Option Price and Probability Duality (MIT OCW)

Other (adv)

VPIN Paper - Measuring Order Flow Toxicity

Trading Volume & Arbitrage - Rather than decomposing market & stock specific returns, decompose volume.