Algo Trading as a Side Discipline
I started building quantitative trading strategies as a side project — Python-based, crypto-focused, with a clear emphasis on understanding the math before trusting any signal. This is where I document the work.
What I Cover
Strategy research — mean reversion, momentum, pairs trading. I test strategies on real crypto data and share the results — including the ones that fail.
Python backtesting — my backtesting setup, how I measure Sharpe ratio and max drawdown, and why most retail strategies look better in backtests than they perform live.
Crypto pairs analysis — I've run moving average crossover tests across 144+ crypto pairs. I write about what the data actually shows.
Code walkthroughs — real scripts, real logic, real commentary. No black boxes.
Who This Is For
Retail algo traders who are serious about the maths, Python developers curious about quant finance, and anyone who wants to see real backtest results instead of cherry-picked screenshots.
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