27 May 2020
In 2016, I started down a path that would consume me for the next few years—cryptocurrency arbitrage. A game where millions of dollars are at stake and mere milliseconds separate the winners from the losers. The learning curve is steep—I paid a hefty price in both time and money to learn the game. But eventually my jerry-built system was making serious money.
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19 May 2020
I have created a simple automated solution to put my jupyter notebooks on this blog. Jupyter is incredibly convenient—I use it for all my data analysis.
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24 Jul 2019
Inequality is one of the most important social issues today. However, I find many people are confused about the conditions necessary for inequality. I hope to add clarity to this issue with a little demonstration.
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This is the fourth of a series about bitcoin futures. We will use a Monte Carlo simulation to model the profitability of an arbitrage strategy.
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This is the third of a series about bitcoin futures. We will go into detail on a unique financial instrument, the BTC perpetual future. This type of asset isn’t commonly used in traditional financial markets, so we do a bit of exploratory data analysis. We’ll see that it has some interesting properties that make it possible to use for arbitrage.
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