- Full-fledged robo-trading (non low latency) - OK
- Portfolio Automation - OK
- rebalancing portfolio - OK
- auto investing - OK
- remove all IEX code and create Instrument analysis interface. - OK
- Stock Trading based on dynamic data from external systems or from the API - OK
- Forex Trading based on dynamic data from external systems or from the API - OK
- Rebalance CashPerSymbol if any order fail during the Trade() - OK
- StockNaive with pricing per percentage and moving averages. - OK
- Add context timeout on all API calls.
- Portfolio rebalancing and monitoring across clients for smaller wealth managers or hedge funds
- Check how to implement analysis for resistance/support
- Trading on specific times
- Only Trade when exchange is about 20 minutes to open
- StockNaive GetCashPerSymbol testing for different edge cases
- API's context with timeout and exponential backoff
sleep = min(2000, random.uniform(5, sleep * 3)) - Removed closed orders from .narrow_tags
Standalone tools:
- FX hedging - sheets can be configured to automatically hedge other positions or transactions once these are committed
The mean reversion strategy is based on a straightforward assumption – if the price of a coin shift from its average, then it’s eventually going to revert back to it.
The core philosophy behind this is the belief that the prices of an asset will spike above its average and then run out of momentum and fall down.