[Stage 1] ✅
- Set up connections to DYDX
- Place Market Order
- Abort All Orders
[Stage 2] ✅
- Construct Cointegrated Pairs
- Store Cointegrated Pairs
- Create Entry Conditions
- Create Exit Conditions
[Stage 3] ✅
- Manage Existing Trades
- Open Positions
- Test Operation
[Deployment] ✅
- Telegram Messaging
- AWS Cloud Deployment
- To receive Bot Updates and view current status, please go to Telegram and visit @howard_dydx_bot
[Usage Improvements]
- Consider migrating onto exchanges for better liquidity and stable developing environments
- Adjust formula and constants to calculate more rigorous hedge ratio, half-life, and other parameters
- Adjust capital allocation rules following the Kelly Criterion
- Adjust exit rules
- Build a UI (React, FastAPI, Telegram)
- Add ML for position sizing (eg. XGBoost to define the confidence of the model given specific trades for determining the amount of capital that should be used)