> CryptoQuantix is a quantitative trading engine for crypto perpetuals.
> Abandoning intraday orderflow for robust, multi-cycle strategies.
> Validated across 4 years of bull and bear markets.
Asynchronous websocket connections to Binance Futures API. Captures klines and orderbook depth with zero latency.
Computes technical indicators (SMA, ATR, Bollinger) and evaluates logic gates across 3 independent macro-strategies.
Filters signals through exposure caps (1.5x), volatility targeting, and applies the daily kill-switch constraints.
Routes approved orders to Deribit via FIX/REST protocols. Manages trailing stops and partial take-profits dynamically.
Validated on 4 years of tick-data (2022-2026). Factoring in 0.20% slippage/fees per roundtrip. Zero look-ahead bias.
The anchor of the portfolio. A trend-following system that activates strictly when the underlying asset is trading above its 200-day Simple Moving Average. It utilizes a Chandelier Exit (5x ATR(20)) to trail profits, allowing winners to run for weeks or months.
A bi-directional breakout system designed to capture momentum bursts. It shorts the breakdown of a 48h-low during macro bear regimes (Price < SMA200), and longs the breakout of a 7d-high during macro bull regimes.
Survival is paramount. CryptoQuantix employs institutional-grade risk management constraints to protect the portfolio from black swan events and algorithmic failures.
Hardcoded maximum gross exposure of 1.5x the account equity. Prevents over-leveraging even if multiple signals fire concurrently.
If realized + unrealized losses reach -3% of the daily starting equity, all positions are flattened and trading is halted for 24h.
Position sizing is inversely proportional to the 20-day Average True Range (ATR). Higher volatility = Smaller positions.
Clone the repo, set your Deribit keys, and initialize the async loop.