Binance Database Manager (2021): A command line application built in Python that asynchronously pulls data from Binance and populates a local SQL database for each dataset. It accomodates spot, USD-M futures, COIN-M futures, as well as open interest, funding, and others. It is capable of both backfilling and forwardfilling, and it always respects the Binance rate limits imposed by Binance. Furthermore, it comes equipped with a DB_reader class which streamlines accessing the data in the local SQL databases.
Trading Volatile Markets for Profit (2018): My course project for STA3431 (University of Toronto), the graduate course on Monte Carlo mehtods. In this project I explore a trading strategy for the Bitcoin inverse perpetual swap. My strategy consists of a trend-following procedure based on moving averages, a tight risk management strategy, as well as an adaptation mechanism. I assess profitability through Monte Carlo simulations. Coded in R and Python.