Systematic Trading

Scraping Historical Orderbook Data [Bybit]

Table of Content

Sep 25 •

Hōrōshi バガボンド

Refactoring - Part VI

Backtester Interfaces: Slippage

Sep 18 •

Hōrōshi バガボンド

Refactoring - Part V

Backtester Interfaces: Commission & Funding

Jul 18 •

Hōrōshi バガボンド

Refactoring - Part IV

Finishing the pre-cost SR calculation

Jun 19 •

Hōrōshi バガボンド

Backtester Interfaces - Part I

Position Sizing & Rebalancing

May 21 •

Hōrōshi バガボンド

Midjourney Recap

Welcome to Vagabond Research

Apr 15 •

Hōrōshi バガボンド

Improving Our Backtest

Incorporating Slippage

Apr 11 •

Hōrōshi バガボンド

Improving Our Backtest

Adding Error Threshold Rebalancing

Mar 23 •

Hōrōshi バガボンド

Improving Our Backtest

Fetching & Incorporating Funding

Mar 16 •

Hōrōshi バガボンド

Improving Our Backtest

Calculating Turnover

Mar 9 •

Hōrōshi バガボンド

Substitute Article

Still not feeling quite well.

Mar 2 •

Hōrōshi バガボンド

Substitute Article

I had every intention of delivering a fresh blogpost this week, but unfortunately, sickness got the better of me so I couldn’t put the finishing tocuhes…

Feb 23 •

Hōrōshi バガボンド

#nojs-banner { position: fixed; bottom: 0; left: 0; padding: 16px 16px 16px 32px; width: 100%; box-sizing: border-box; background: red; color: white; font-family: -apple-system, "Segoe UI", Roboto, Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol"; font-size: 13px; line-height: 13px; } #nojs-banner a { color: inherit; text-decoration: underline; } This site requires JavaScript to run correctly. Please turn on JavaScript or unblock scripts