Bitcoin AI Algorithmic Trading Expert Level data analysis
Budget: £20 – £250 GBP
I have a project which is about analysing trading / trading backtest data to work out why an algorithmic trading setup performed much worse in the real world that it did in backtesting.
I have been testing and backtesting various Bitcoin trading algorithms and I came across a particular model that performed huge rates of return in backtesting, we are talking about ten to the power of 17 and above in a year returns. I set a robot in motion with this model with a minimal stake and it came out negative in the 3 weeks of testing. I plotted out the backtest for a year including the real-world period I used in Power BI, and I noticed that there are continuous periods where the outcome is profit (in the chart look at the light blue line - sum of profit percent), and continuous periods where the line is negative. I have tried to look for various correlations, but I am out of my depth. I have attached some sample backtest data also to this enquiry.
I therefore would like to get a quant to help me work out what is going on, and to help me realise the potential profits from this model. I want to keep the model secret, and not divulge it, and so would make it available via API.
I have the code sat on a server which can make a JSON call to the model which I am keeping as black box and is sat on another server.
I need to hire some one will the following skills:
• Fluent English
• Good business acumen and client-facing skills
• Good communication skills and able to attend virtual meetings
• A quick learner can get up to speed very quickly with technologies and methods that one is not familiar with.
• Problem solver
• A self-starter and independent person who can get up to speed quickly
• A deep understanding of trading methods and environments
• Good mathematics and quant skills
• Expert level data analysis skills
• A good all-round technologist
Technologies and tools used within this project:
• Ubuntu Linux
• VNC
• Python3.7
• MySQL
• Other Analysis tools e.g. Power BI
Before hiring, I will administer a technical and training test, with 10 questions to that require answering on the spot, in order to assess the level of subject matter knowledge and ability to communicate. The project will be run on milestones with deliverables required for each stage.
I have been testing and backtesting various Bitcoin trading algorithms and I came across a particular model that performed huge rates of return in backtesting, we are talking about ten to the power of 17 and above in a year returns. I set a robot in motion with this model with a minimal stake and it came out negative in the 3 weeks of testing. I plotted out the backtest for a year including the real-world period I used in Power BI, and I noticed that there are continuous periods where the outcome is profit (in the chart look at the light blue line - sum of profit percent), and continuous periods where the line is negative. I have tried to look for various correlations, but I am out of my depth. I have attached some sample backtest data also to this enquiry.
I therefore would like to get a quant to help me work out what is going on, and to help me realise the potential profits from this model. I want to keep the model secret, and not divulge it, and so would make it available via API.
I have the code sat on a server which can make a JSON call to the model which I am keeping as black box and is sat on another server.
I need to hire some one will the following skills:
• Fluent English
• Good business acumen and client-facing skills
• Good communication skills and able to attend virtual meetings
• A quick learner can get up to speed very quickly with technologies and methods that one is not familiar with.
• Problem solver
• A self-starter and independent person who can get up to speed quickly
• A deep understanding of trading methods and environments
• Good mathematics and quant skills
• Expert level data analysis skills
• A good all-round technologist
Technologies and tools used within this project:
• Ubuntu Linux
• VNC
• Python3.7
• MySQL
• Other Analysis tools e.g. Power BI
Before hiring, I will administer a technical and training test, with 10 questions to that require answering on the spot, in order to assess the level of subject matter knowledge and ability to communicate. The project will be run on milestones with deliverables required for each stage.