CryptoQuantix — Documentation
Quantitative trading bot for crypto futures/perpetuals: execution on Deribit, data from Binance Futures. Three strategies validated on 4 years of multi-cycle data, automatic macro gating, portfolio-level risk management and an operations dashboard.
Updated: June 2026 (complete overhaul: from intraday volumetric strategies to the validated quantitative strategies).
Current documents
| Document | Contents |
|---|---|
| 01_architecture.md | Architecture: async bot, layers, dashboard, invariants |
| 02_strategies.md | Trend Breakdown, Funding Squeeze, Macro Core + rejected strategies |
| 03_configuration.md | The .env file: operational, active, disabled |
| 05_risk_sizing.md | 3-factor sizing, gross cap, kill switch, vol-targeting |
Infrastructure
| Document | Contents |
|---|---|
| 02_data_microstructure.md | Binance WS, L2 order book, microstructure |
| 03_orderflow_math.md | Delta, CVD, Kyle's Lambda (feeding regime detection) |
| 06_backtest_montecarlo.md | Backtest engine, metrics, Monte Carlo |
| 07_execution_ops.md | Deribit API, orders, deployment |
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. Contact: lantoniotrento@gmail.com