This project involves the development of a systematic cryptocurrency trading strategy tailored for a private client. The strategy focuses on daily rebalancing across selected assets — USD (stablecoin), Bitcoin (BTC), Ethereum (ETH) and Solana (SOL) — using only daily closing prices. From conceptualization to research, reporting (in LaTeX), coding, and backtesting, every phase of the project was meticulously managed and executed.

The strategy is now live, implemented by the client, and achieving results in line with expectations.

The systematic trading strategy was developed and implemented through the following phases:

1. Conceptualization:
   – Defined the scope and assets involved, focusing exclusively on USD, BTC, ETH, and SOL.
   – Emphasized a straightforward approach based on daily closing prices.

2. Research and Development:
   – Conducted preliminary analysis and testing to validate the feasibility of the strategy.
   – Incorporated client requirements to ensure the strategy met specific investment objectives.

3. Backtesting:
   – Performed rigorous backtesting using historical data to evaluate the strategy’s performance.
   – Simulated real-world conditions, including transaction costs, to ensure practical applicability.

4. Documentation:
   – Created a detailed report (in LaTeX) explaining the methodology, findings, and performance results.

5. Implementation:
   – Transitioned the strategy to live execution, ensuring smooth integration and monitoring.

1. Live Implementation: the strategy is successfully implemented and achieving results consistent with expectations.
2. Client Satisfaction: delivered a solution that aligns with the client’s investment goals and risk preferences.
3. Scalable Design: ensured the strategy is adaptable to portfolio size and evolving market conditions.

1. Design and implement a systematic trading strategy for cryptocurrencies, focusing on daily rebalancing.
2. Utilize data-driven techniques to achieve consistent and reliable results.
3. Create a clear and comprehensive explanatory report to outline the methodology and results.
4. Develop robust, efficient code for strategy execution and backtesting.
5. Ensure the strategy is practical, scalable, and aligned with client goals.