A set of personal trading and quant research projects in the crypto markets.

In particular:

Backtesting system for carry trades with futures. Historical market data from FTX. Available expirations (the ones without year are for 2022): ['0325', '0624', '0930', '1230', '20200327', '20200626', '20200925', '20201225', '20210326', '20210625', '20210924', '20211231']

Some backtesting results:

AAVE

XAUT

profits_by_expiration

profits_by_coin

Live trading system to monitor and systematically trade carry opportunities on FTX.

Simple DeFi projects to learn the mechanics arbitrage on AMMs.