Publications by A. Christian Silva
ACDC
Automatic Cycle Detection Complex (ACDC) Strategy Strategy uses pattern recognition and machine learning to identify trend and mean-reversion periods. Strategy is long/short and it can have holding period of few hours. It can trade perpetuals or spot. Capacity depends on implantation (DEX or CEX) but less than $10M per token. IMPORTANT! Strate...
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BTS
Break Time System (BTS) Strategy Strategy uses regime change detection algorithm to identify trends Strategy is long/short and it has holding periods of months. It can trade perpetuals or spot. Capacity depends on implantation (DEX or CEX) but should be large (>$100M). IMPORTANT! Strategy is under active development: performance as well as ot...
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Bond and Stock model (v1)
Machine learning bond and stock model (MLBS) Strategy Strategy uses pattern recognition and machine learning to identify trend and mean-reversion periods. Strategy is long/short and it can have holding period of few minutes. Capacity depends on implantation but should be between $20M and $50M. IMPORTANT! Strategy is under active development: p...
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Sample machine learning model
Machine learning model (MLMS) Strategy Strategy uses pattern recognition and machine learning to identify trend and mean-reversion periods. Strategy is long/short and it can have holding period of few hours. It can trade perpetuals or spot. Capacity depends on implantation (DEX or CEX) but less than $10M per token. IMPORTANT! Strategy is under...
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ETH & BTC strategies (2024/03)
Summary This document introduces three systematic trading strategies for ETH and/or BTC that require little human intervention: TSM, LTSM, and MLM (L or S). TSM is the only strategy with a brief track record of several months. Therefore, for consistency, I show simulations for all models. LTSM is essentially an extension of TSM and therefore qu...
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ETH & BTC strategies
Summary This document introduces three systematic trading strategies for ETH and/or BTC that require little human intervention: TSM, LTSM, and MLM. TSM is the only strategy with a brief track record of several months. Therefore, for consistency, I show simulations for all models. LTSM is essentially an extension of TSM and therefore quite stabl...
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