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a demo of Salience Crypto, a development-stage crypto trading algorithm based on statistical arbitrage
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Salience Crypto - a crypto trading algorithm

Salience Crypto is now being developed under a private repository. The private repository contains an overhauled version (with several developments and improvements) of the algorithm. Feel free to send me an email to request access to the repository or to join me in development.

Salience Crypto assesses all cryptocurrencies exchangeable with the USD on the Kraken exchange. Cryptocurrency pairs are selected such that at least one of the cryptocurrencies can be shorted on margin to permit pair trading strategies. Pairs are assessed in real-time to gauge (using correlation, cointegration, technical factors, etc.) the risk and profit of a proposed pair trade.

Ongoing work includes testing, implementation of the Kraken API, and improvement of pair assessment/selection strategies.

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