You Ming Hsu

Using Python to implement grid trading bot and spot-future arbitrage bot.

Implement a dynamic hedging strategy to earn farming rewards.
I provided STEP-USDC liquidity on Raydium to earn farming reward and hedging the same size of STEP on FTX. Due to the property of AMM, the size of both coins will change based on the constant product formula. So, I used a grid-liked strategy to dynamically hedge STEP. The total APY is about 80% from 2021.7 to 2021.9.

Implement a strategy to automatically change the target in spot-future arbitrage bot.
Since a common spot-future arbitrage bot has to manually select the target coin, I wrote an advanced spot-future arbitrage bot which can automatically change the target coin based on some rules, e.g., daily/monthly/yearly funding rate, trading volume and collateral weight. The annual profit performance increased about 30%.