TradingView & Python
Mean Reversion Oracle
Statistical arbitrage engine with z-score entry and Kelly criterion sizing
Client Strategy ConfidentiaL
To protect proprietary intellectual property and client trade algorithms, the active layout and exact indicator parameters are restricted.
Intellectual Property Protected
Confidential System (NDA Protected)
The core indicator math, trade entry rules, and source code of this strategy are confidential and subject to a strict Non-Disclosure Agreement (NDA). Only basic non-proprietary features and general operational parameters are listed.
Project Overview
This Python trading bot monitors pairs of cointegrated stocks or crypto assets, entering trades when their spread deviates from the mean (z-score >= 2) and adjusting sizes via Kelly Criterion.
Key Features
Holiday skip rule execution
Dynamic position sizing and leverage control
Orphan and naked position automatic liquidation
Spike protection and slippage mitigation
Max drawdown restricted under 15%
Anti-duplicate call execution guard
Real-time alerts via Telegram, Ntfy, and Gotify
Daily email performance reports
Project Details
Category
TradingView & Python
Technologies
Python
Statsmodels
SciPy
Binance/Interactive Brokers API