AWS Trading Part 2 - The Strategy

AWS Trading Part 2 - The Strategy

In part 1 we covered the data pipeline portion of the AWS trading bot architecture. I demonstrated how to set up your AWS environment, including creating a simple dynamoDB database to hold our price and strategy data. Then we walked through the data pipeline code in detail including how to grab the data and populate our db with it. In this post we’ll cover the strategy that we will be implementing.

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Blackarbs Retirement Strategy Algorithm Debut (Part 2)

Blackarbs Retirement Strategy Algorithm Debut (Part 2)

In part 1 of the series, I introduced the blackarbs retirement algorithm, a long only leveraged ETF strategy meant to perform at or better than SPY (the market benchmark) with less volatility. I discussed the goals I set for the algo and how thus far in simulated backtests and live trading it has met those goals.  In this post I want to talk about the development process and robustness testing of the algorithm.

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Blackarbs Retirement Strategy Algorithm Debut (Part 1)

Blackarbs Retirement Strategy Algorithm Debut (Part 1)

Blackarbs current mission is to create automated strategies with the goal of beating the market with superior risk adjusted returns. Originally, I wanted to illuminate some of the more hidden aspects of markets and investing that I found interesting and of value. Over time, that goal crystallized into creating a strategy or strategies that made (potential) superior performance accessible to investors of all types and demographics. To this end I believe we have finally created a flagship algorithm. 

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