Can This BTC/ETH Pair Trading Strategy Beat Buy-and-Hold? (Python Backtest)

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  • Опубліковано 11 гру 2024

КОМЕНТАРІ • 25

  • @vladk9152
    @vladk9152 11 днів тому +3

    Could you consider trying a pair trading strategy using copulas as signal?

    • @Algovibes
      @Algovibes  10 днів тому +1

      That's a very interesting question!

  • @jean-francoislebroch9171
    @jean-francoislebroch9171 11 днів тому +3

    Thank you for the good work, the music is nice and fitting

  • @cooltraderf
    @cooltraderf 11 днів тому +1

    I did the same as you but started the BTC-ETH pair 5 years ago, started Jan 2020 and ended (November 30, 2024). The strategy ETH Balance starts at 1.0 and finished at 0.7053 on 11/30/24. Your first trade on 3/8/23 represented the low point on my equity curve, it partly recovered from there but ended up significantly negative. Not a viable strategy but excellent code example and nice chart. Thank you.

    • @Algovibes
      @Algovibes  10 днів тому +2

      The problem with crypto in general is, when you cover this abnormal time period you get more biased results (which doesnt' mean my time period isn't biased as well).
      Just take a look at the spread development. Since roughly 3 years it's moving without going through the roof as opposed to the 2020-2021 period.

    • @w3aSWglu
      @w3aSWglu 9 днів тому +1

      Thanks for saving me 30 minutes

    • @Algovibes
      @Algovibes  9 днів тому

      @@w3aSWglu welcome :)

  • @tr0wb3d3r5
    @tr0wb3d3r5 11 днів тому +2

    Thanks a ton for your vids. Trying to learn about this topic they are all really helpful 🤗

    • @Algovibes
      @Algovibes  10 днів тому

      Happy to read, thank you mate

  • @Natiff333
    @Natiff333 10 днів тому +2

    Can you code trading bot to be used on pump fun?

    • @Algovibes
      @Algovibes  10 днів тому +1

      Sure! Any more specifics you are interested in?

    • @bdcash
      @bdcash 6 днів тому

      @@Algovibes For sniping meme coins, I'd guess. I don't know if it has an api

  • @tjoppies
    @tjoppies 11 днів тому +2

    Brilliant as usual thanks

    • @Algovibes
      @Algovibes  10 днів тому

      Thanks mate, appreciate the comment!

  • @juank46983
    @juank46983 11 днів тому +1

    nice, i think we need a live trading script.

    • @Algovibes
      @Algovibes  10 днів тому

      Let's see! Thanks mate

  • @KevinEdwards-k9o
    @KevinEdwards-k9o 11 днів тому

    Thanks for the breakdown! A bit off-topic, but I wanted to ask: I have a SafePal wallet with USDT, and I have the seed phrase. (alarm fetch churn bridge exercise tape speak race clerk couch crater letter). What's the best way to send them to Binance?

  • @mrvincefox
    @mrvincefox 10 днів тому +6

    Doesn't need music

    • @Algovibes
      @Algovibes  10 днів тому +1

      appreciate the feedback but I need to try out new things

    • @tomasmicak9041
      @tomasmicak9041 10 днів тому +2

      @@Algovibes Like this it is not distracting, so I had no problem with it.

  • @ccaalluuss
    @ccaalluuss 10 днів тому +1

    only problem, 2023 is not enough for proper backtesting of the full btc cycle

    • @Algovibes
      @Algovibes  10 днів тому

      yes and also no. For BTC the lookback is tricky due to the liquidity shifts and anchor event.

  • @jakobadler6034
    @jakobadler6034 9 днів тому +1

    Hey, thanks for the videos. Always appreciate them but could you do me a favor and turn down the volume of the background music pls for your next videos? Otherwise i find it really hard to concentrate

    • @Algovibes
      @Algovibes  9 днів тому +1

      @@jakobadler6034 sure! Thx for the feedback, agreed I noticed after recording it’s indeed a bit too loud