Siddharth KumarStatistical Arbitrage in the DEFI IndexToday I’m gonna implement the strategy described in the paper ‘Statistical Arbitrage in the U.S. Equities Market’ (Avellaneda and Lee…Mar 30, 20232Mar 30, 20232
Siddharth KumarTime to Switch from Time Driven Bars to Information Driven Bars?Financial data structures are the backbone of the modern financial industry. They help organize and analyze vast amounts of data in order…Feb 2, 2023Feb 2, 2023
Siddharth KumarLiquidations: A Speculator’s Guide to Maximizing ReturnsToday, I will talk about the liquidation mechanics and how it possibly can provide some extra insights about the state of the markets. As…Dec 11, 2022Dec 11, 2022
Siddharth KumarCrypto Funding Rate Arbitrage BasicsCrypto Casinos(Exchanges lol) are different from your average Stock Markets. With a unique range of derivatives to gambol(trade, excuse my…Oct 5, 2022Oct 5, 2022