Rebalance Oscillator

2021년 10월 28일

Rebalancing is a common strategy to reduce risk and achieve a constant portfolio ratio between two tokens. It shifts between two values in order to keep a static ratio between them as their value oscillates.

However what is less known about rebalancing is that it provides a way to remove the noise from a signal, effectively showing us the points where to buy and to sell.

This works best in highly volatile tickers, between two tokens that are not correlated and show a high std deviation between them (i.e. XTZUSD is a better signal for this than XTZBTC).

The buying bars are marked in blue, and the selling bars are marked in red, in a similar fashion to Trading View strategy orders.

2021년 11월 30일

릴리즈 노트

In this revision the chart is inverted (Top represent sales - red values; Bottom represent buys - blue values).

The code is simpler and uses two libraries.