Feburary 2018 Update

We’re off to a great start! We launched our 3rd beta about two weeks ago and have been growing steadily (welcome new comers!). Most of the work the past two weeks has been centered around adding a social media presence and generally cleaning up the code / website. Below is a list of some of […]

Causality in CryptoMarkets

In this article: We discuss causality in crypto markets. Specifically, when is a good time to buy / sell a cryptocurrency; this analysis will be conducted from (at the time) live data from ProjectPiglet.com. Intro to Trends on ProjectPiglet.com For this article, we will be applying Granger Causality to a few cryptocurrencies for the past […]

Limits of Granger Causality

In this article: We discuss Granger Causality works and some of the common issues, drawbacks, and potential ways to improve the method(s). Building primarily off our previous article Pitfalls of Backtesting¬†and insights gained from building ProjectPiglet.com. One of the most common forms of analysis on the stock market is Granger Causality, which is a method […]

Perils of Backtesting

One thing considered absolutely essential when developing trading strategies or models is backtesting. Backtesting is the term used to test trading strategies/models on historic data, and can also be applied to other fields such as oceanography or meteorology[1]. I am a cynic at heart. So, typically I evaluate issues with a method prior to starting […]

Beginning a Dev & Investment Diary

Per the suggestion of remirezg on Reddit.com, we’ve decided to start a “Dev Diary” and “Investment Diary”! In our case, it’ll be a bit unique, as we’ll be exploring the development of not only our system, but the accuracy and usage of our algorithms. We realized when we started this, trust is¬†everything. With that in […]