AQTIS Bi-Weekly Quant Tech Update #1: Websockets & Trend-Following Strategy

In addition to the bi-weekly dev updates, AQTIS is happy to also share with you the inaugural bi-weekly Quant Tech update!

As we keep on finetuning our Quant Tech towards our launch in late Q1, we would like to keep the community up to date on our progress. There’s been lots of developments, so let’s dig straight in.

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⚡️ Upgrading to Lower Timeframes and Efficient Data Processing

Over the past weeks, we’ve revamped our system to operate on lower timeframes.

To achieve this, we’ve upgraded our data acquisition and processing techniques. Now, we’re harnessing data directly from exchanges using websockets, ensuring that we ingest data at the finest resolution offered by the exchange: tick level or microsecond.

This enhancement means our systems will update more swiftly and efficiently.

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📆 Broadening Our Data Horizon

Until now, our analysis and backtesting primarily revolved around Binance and Binance Futures. We’re currently liaising with third-party providers to acquire historical data from all exchanges since 2019.

This endeavor aims to adapt our strategies to an aggregated version of the exchanges or to uncover unique edges in the behavior of each exchange.

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⚖️ Live-Trading Execution & Backtesting

Our backtesting team is currently diving deep into live-trading execution. The objective is to ensure a perfect alignment between the trades signaled by our system and the actual trades executed on the exchange.

While initiating new trades is straightforward, closing orders can be tricky. Sometimes, even if the price hits a particular level, your position might not be filled entirely or at all. We’re meticulously verifying that both systems mirror the same operations to keep the performance as closely aligned as possible.

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📈 Trend-Following Strategy Enhancement

Beyond the backend developments, our team is also refining our trend-following strategy.

Leveraging the new lower timeframe data, we’re honing our capability to detect when the market is gearing up for the next move.

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We’ll continue to provide regular updates as we further develop the platform. Stay tuned and thank you for your continued support!

Please do drop your questions, suggestions, or feedback in the reply section or our Discord, and don’t forget to help us reach a larger audience by clicking the Clap 👏 Button. 🙏

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