CryptoQuantix¶
Quantitative trading engine for crypto futures/perpetuals — execution on Deribit, tick-by-tick data from Binance Futures. Three strategies validated on 4 years of multi-cycle data, automatic macro gating, portfolio-level risk management and a complete operations dashboard.
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Architecture
Asyncio bot, injectable data layer, regime & scoring engines, 6-page dashboard, design invariants.
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Active strategies
Trend Breakdown, Funding Squeeze, Macro Core: what they do, the validation numbers, and the eight rejected strategies.
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Configuration
The
.envfile in blocks: operational, active strategies, disabled strategies with their verdicts. -
Risk & Sizing
3-factor sizing, gross exposure cap, daily kill switch, vol-targeting, order lifecycle.
Validation numbers¶
Methodology
Backtests on the actual production code (not a reimplementation), 4 multi-cycle years (Jun 2022 → Jun 2026: bear, bull, bear), 0.20% roundtrip costs, no lookahead, IS/OOS.
| Strategy | Validation (BTC, 4 years) | |
|---|---|---|
| Trend Breakdown short | +22 bps/trade · PF 1.26 · 123 trades | |
| Trend Breakdown long | +68 bps/trade · PF 1.53 · 84 trades | |
| Funding Squeeze | +74 bps/trade · PF 2.65 · ETH +64 bps | |
| Macro Core | +315%/4y vs +136% B&H · maxDD 24.7% | |
| Full portfolio | +491% · maxDD 21.5% · Calmar 2.61 · worst year 0.0% |
Infrastructure¶
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Binance WebSocket, L2 order book, liquidations, data quality.
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Delta, multi-timeframe CVD, VWAP Z-score, Kyle's Lambda.
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Engine, metrics (Sharpe, Sortino, PF), bootstrap resampling.
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Deribit API, order lifecycle, alerting, Docker, pre-live checklist.
Research and validation¶
The source of truth for all numbers lives in the private repository (validation pipeline, multi-cycle reports, 4-year datasets). The public documentation links the results; full operational specifications are available under a commercial license — see Active strategies.
License
Source-available, dual licensed: free for noncommercial use (including trading your own personal capital) under PolyForm Noncommercial 1.0.0; any commercial use requires a paid license.
lantoniotrento@gmail.com
Disclaimer
Trading crypto futures involves a significant risk of loss. This software is provided "as is", with no guarantee of profit whatsoever. Use at your own risk.