Statistical Arbitrage Bot Build in Crypto with Python (A-Z)

Statistical Arbitrage Bot Build in Crypto with Python (A-Z), available at $84.99, has an average rating of 4.89, with 96 lectures, 3 quizzes, based on 573 reviews, and has 5122 subscribers.

You will learn about Gain hands-on experience in developing a Statistical Arbitrage pairs trading crypto bot Automate and filter searches for all possible co-integrated pairs on a given exchange Learn what actually moves price in the markets Understand the use of metrics including hedge ratio, p-value, t-value and c-value Learn fundamental trading principles and gain a proven statistical edge Learn the optimal position size Get clarity on entry and exit signals Develop an automated bot that can place and manage limit and market orders automatically Learn backtesting techniques for optimal pair selection Learn how to calculate spread and Zscore for optimal entry and exit signals This course is ideal for individuals who are Retail traders looking to gain a statistical edge in the crypto markets or Beginner programmers looking for interesting Python projects related to trading or Advanced traders looking for a proven strategy to add to their arsenal It is particularly useful for Retail traders looking to gain a statistical edge in the crypto markets or Beginner programmers looking for interesting Python projects related to trading or Advanced traders looking for a proven strategy to add to their arsenal.

Enroll now: Statistical Arbitrage Bot Build in Crypto with Python (A-Z)

Summary

Title: Statistical Arbitrage Bot Build in Crypto with Python (A-Z)

Price: $84.99

Average Rating: 4.89

Number of Lectures: 96

Number of Quizzes: 3

Number of Published Lectures: 96

Number of Published Quizzes: 3

Number of Curriculum Items: 99

Number of Published Curriculum Objects: 99

Original Price: $89.99

Quality Status: approved

Status: Live

What You Will Learn

Gain hands-on experience in developing a Statistical Arbitrage pairs trading crypto bot
Automate and filter searches for all possible co-integrated pairs on a given exchange
Learn what actually moves price in the markets
Understand the use of metrics including hedge ratio, p-value, t-value and c-value
Learn fundamental trading principles and gain a proven statistical edge
Learn the optimal position size
Get clarity on entry and exit signals
Develop an automated bot that can place and manage limit and market orders automatically
Learn backtesting techniques for optimal pair selection
Learn how to calculate spread and Zscore for optimal entry and exit signals

Who Should Attend

Retail traders looking to gain a statistical edge in the crypto markets
Beginner programmers looking for interesting Python projects related to trading
Advanced traders looking for a proven strategy to add to their arsenal

Target Audiences

Retail traders looking to gain a statistical edge in the crypto markets
Beginner programmers looking for interesting Python projects related to trading
Advanced traders looking for a proven strategy to add to their arsenal

As requested by the Crypto Wizards community, this course provides you with:

An intuitive understanding of trading principles in crypto (and other) markets
Optimal calculations for risk, position sizing and entry/exit signals
Everything you need to know to practically get started in Statistical Arbitrage
How to find edge in multiple places and stack as many odds in your favour as possible
Pairs trading concepts which can profit in upwards, sideways and downwards (all) market conditions
An understand of Statistical Arbitrage and associated metrics
An understand on how trading works on a Crypto Exchange
How to tap into exchange price information at lightening speed via WebSockets and REST API
Python code and walkthrough (line-by-line) for finding your own co-integrated statistical arbitrage trading pairs
Python code and walkthrough (line-by-line) for developing your own trading bot

Most retail traders never learn some of what you will come across here, either because those who understand the concepts have not taken the time to break this down so that anyone can follow, or because there is so much nonsense existing today that filtering through the noise can be challenging.

In this course, we aim to break down barriers so that absolutely ANYONE can understand and tap into the advantages that these techniques can provide. The lecturer, Shaun McDonogh, himself admits that he is not a math wiz, nor needs to be. Once you understand these principles, you can apply them anywhere.

We will be using the ByBit exchange (taking advantage of one major benefit offered by the exchange) to build and test our bot. At no point do we use real money for testing. Rather, we use the testate funds provided by the exchange for ensuring forward testing in a “live” testate environment.

IMPORTANT: This course is for educational purposes only. Nothing you learn in this course is promising favourable or adverse results. You will be learning known methods for calculating statistical arbitrage and building trading bots. How you test and implement this knowledge is up to you.

Course Curriculum

Chapter 1: Introduction

Lecture 1: Setting Expectations

Lecture 2: The Elephant in The Room: Why Share This Information?

Lecture 3: Why You Will Succeed Where Most Do Not

Lecture 4: Course Structure and What to Expect

Chapter 2: Resources

Lecture 1: Download Code, Files and Resource Here

Lecture 2: UPDATED CODE II – Latest Code for ByBit

Chapter 3: Intuition – Fundamental Principles In Trading

Lecture 1: The Biggest Illusion in Trading

Lecture 2: Probability – That Math Does Not Lie

Lecture 3: Edge #1 – Strategy and Signal

Lecture 4: Edge #2 – Optimal Position Sizing

Lecture 5: Edge #3 – Becoming the Casino

Lecture 6: Edge #4 – Profiting in Up, Down and Ranging markets

Lecture 7: Edge #5 – Managing Exchange and Volatility Risk

Chapter 4: Intuition – Strategy

Lecture 1: Gameplan – Project Overview

Lecture 2: What is Statistical Arbitrage and Cointegration

Lecture 3: About cointegration metrics

Lecture 4: Statistical Arbitrage – Benefits, Challenges and Risks

Chapter 5: Intuition – Manual Trading

Lecture 1: Manually Trading with ByBit – Overview

Lecture 2: What ACTUALLY Moves Price

Lecture 3: Other Important Orderbook Information

Lecture 4: IMPORTANT: Check Your Leverage Settings

Lecture 5: Placing Both MARKET and LIMIT Orders

Lecture 6: All About Shorting Crypto (Optional)

Lecture 7: Placing Our First Short Trade

Lecture 8: Candlestick Charts (Optional, Recommended for Newbies)

Lecture 9: About Conditional Orders and Closing Comments

Chapter 6: Preparation – Exchange and Coding Environment

Lecture 1: Creating Your TestNet Account (on ByBit)

Lecture 2: Create Your API Keys

Lecture 3: API Documentation Overview

Lecture 4: Choosing Our Python IDE

Lecture 5: Creating Our PyCharm Environment

Chapter 7: Troubleshooting and Updated Code

Lecture 1: Discord and Q&A

Lecture 2: PyBIT ByBIT API New Walkthrough (Please Watch)

Lecture 3: NEW: ByBit Code Repository Update

Chapter 8: Execution – Strategy

Lecture 1: Strategy – Coding Plan Review

Lecture 2: Strategy – Getting Started

Lecture 3: Creating Input Variables (Config File)

Lecture 4: WebSockets and Rate Limits

Lecture 5: Getting Tradeable Symbols

Lecture 6: Getting and Storing Price Information – Part I

Lecture 7: Getting and Storing Price Information – Part II

Lecture 8: Checkpoint: Review Price History File

Lecture 9: Structuring Close Prices

Lecture 10: Calculating Cointegration

Lecture 11: Saving and Ranking Pairs

Lecture 12: Checkpoint II: Progress and Recap

Lecture 13: Writing our Backtesting and Charting Scripts

Lecture 14: Plotting and Analysing Charts

Lecture 15: Backtesting – Performance Review

Lecture 16: UPDATE – Automated Backtesting with PDF Output

Chapter 9: Execution – Function Building Blocks

Lecture 1: Reviewing Our Selected Trading Strategy Plan

Lecture 2: Executing Coding Plan Review

Lecture 3: Configuration Variables and API Connections

Lecture 4: Establishing Our WebSocket Connection

Lecture 5: Creating Calculation Functions

Lecture 6: Testing Calculation Trade Details Function

Lecture 7: Function for Position Side and Size

Lecture 8: Closing Positions and Active Orders

Lecture 9: Setting Leverage

Lecture 10: Building Our Place Order Function

Lecture 11: Initialise Order Execution

Lecture 12: Price Calls – Part I

Lecture 13: Price Calls – Part II

Lecture 14: Price Calls – Getting Liquidity

Lecture 15: Statistical Functions with Z-Score

Lecture 16: Getting Latest Z-Score Signal

Lecture 17: Checking for Open and Active Positions

Lecture 18: Retrieving Price and Quantity for Open and Active Positions

Lecture 19: Query Existing Orders

Lecture 20: Checking Limit Order Status

Lecture 21: Final Functions and Preparation

Chapter 10: Execution – Bot Building

Lecture 1: Starting Main Execution and Checking Positions

Lecture 2: HOT Qualification and Liquidity Check

Lecture 3: Determining Long, Short and Initial Capital

Lecture 4: Placing Limit Orders

Lecture 5: Placing BTC and ETH Orders (Liquidity Test)

Lecture 6: Handling Limit Positions and Returning Kill Switch

Lecture 7: Testing Our Bot

Lecture 8: BUG FIX – Kill Switch

Lecture 9: Restoring Bot to Intended Config

Lecture 10: StatBot I Review

Chapter 11: Execution – Summary

Lecture 1: BONUS: StatBot II Overview

Lecture 2: BONUS: StatBot II Code Walkthrough

Lecture 3: Review of Strategy and StatBot Improvement Ideas

Lecture 4: CONGRATULATIONS – Closing Comments

Chapter 12: Appendix – Python Coding Crash Course

Instructors

Shaun McDonogh
Lead Analyst and Full Stack (Python and React) Developer

Rating Distribution

1 stars: 7 votes
2 stars: 13 votes
3 stars: 19 votes
4 stars: 112 votes
5 stars: 422 votes

Frequently Asked Questions

How long do I have access to the course materials?

You can view and review the lecture materials indefinitely, like an on-demand channel.

Can I take my courses with me wherever I go?

Definitely! If you have an internet connection, courses on Udemy are available on any device at any time. If you don’t have an internet connection, some instructors also let their students download course lectures. That’s up to the instructor though, so make sure you get on their good side!

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