Welcome to CAT - the Cryptocurrency Arbitrage Trading Research Project, an initiative by the Boiler Quant Finance Group. Our focus is on the exploration and implementation of strategies in cryptocurrency arbitrage. By blending mathematical models with computational techniques, we aim to find new methods in high-frequency crypto trading.
- Stochastic Modeling: Develop models to represent trading strategies as stochastic processes, starting with a discrete random walk framework.
- Bayesian Probability Estimation: Utilize a Bayesian framework to empirically estimate probabilities, enhancing our decision-making process in the volatile crypto market.
- Efficiency through Multithreading: Optimize query times by implementing multithreaded approaches in our data collection and processing.
- Bayesian Estimator Deployment: Integrate a Bayesian estimator to refine our trading predictions and strategies.
- AWS Server Deployment: Deploy our systems on AWS servers, ensuring optimal colocation for faster and more reliable market data access.
- Advanced Numerical Libraries: Leverage numerical Python libraries to enhance the speed and efficiency of our detection algorithms and backtracking methodologies.
Make sure to follow these steps when making a code change:
-
Git Clone onto your local machine in terminal: git clone https://github.com/Boiler-Quant-Finance-Group/CAT.git
-
Create a Branch: Once you've forked the repo, create a new branch in your fork. This branch should be named appropriately based on the feature or fix you plan to work on.
In terminal on your local machine on your FORKED repo:
git checkout -b <your-new-branch-name> -
Develop and Test: Implement your feature or fix in your branch. Ensure that you thoroughly test your code and it adheres to the project's standards.
-
Create a Pull Request: After you're satisfied with your work, create a pull request against the main CAT repository. Your pull request should detail the changes you've made and why they are beneficial to the project. https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/proposing-changes-to-your-work-with-pull-requests/creating-a-pull-request
-
Code Review: Wait for a review from the project maintainers. Be open to feedback and ready to make necessary changes.
-
Merge: Once your pull request is approved, it will be merged into the main project.
To get started with CAT, clone the repository and set up a Python environment with the necessary dependencies. For detailed instructions, refer to our setup guide in the repository.
This README is a living document and may be updated as the project evolves.