ShiftLeftEight

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  Blue: ESX, Red: shifted by 9 min S&P

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  Blue: ESX, Red: shifted by 9 min S&P MA15, black ESX MA 9

Inspiration

The Wolf of Wall Street

What it does

Makes more money than the team's next to us :D

How I built it

The innovative idea of finding covariances between the markets when shifted the trades in time. Then S&P MA15 which was found to best follow ESX is used as the indicator for the trades delayed in time on ESX market. Also, the number of positions bought is determined using the gradient of MA and number of positions already

Challenges I ran into

Makin more money than the team's next to us and careless mistakes at 3 A.M, stopping trading after unsuccessful trades :/

Accomplishments that I'm proud of

Making some money, and data analysis to find a consistent pattern

What I learned

Too much of pandas and numpy and how to handle UDP broadcasting, designing the strategies and much more $$

What's next for ShiftLeftEight

Making even more money

Built With

• attention-to-details
• care
• love
• matplotlib
• numpy
• pandas
• passion
• python