FREQUENTLY ASKED QUESTIONS

Introduction

What is stratsphera?

stratsphera is a portal dedicated to the development of investment algorithms in different markets, with a special focus on Brazil. On the portal, users will be able to create their own strategies using the various databases that are available, conducting researches and competing for prizes in competitions.

Our mission is to simplify access to all the steps involved in Algo Trading – from creating ideas to monetizing strategies.

What is Algo Trading?

An algorithm can be defined as a system of trading rules (buying and selling a certain asset) that transforms an idea into a strategy to be automatically executed.

Other known terms closely related to Algo Trading are: systematic trading (systematic strategies which may or may not have automatic executions) and quantitative trading (strategies created through advanced mathematical theories).

Here at stratsphera we do not bother with labels. All investment strategies containing defined entry and exit rules are welcome!

Who will have access to my ideas?

All generated codes, either for backtests or Notebook annotations, belong to the user as their private intellectual property. We take security issues seriously. Thus, every time a user logs into the portal, they enter an encrypted environment.

However, users can share their ideas: i) with the community in the discussion forums or ii) with other users of their personal network. Once shared, the algorithm can be used and adapted by other users. The stratsphera team can only have access to the algorithm if the user needs help in solving code problems. Please refer to the portal’s Terms of Use for more details.

We seek as much transparency as possible in terms of security measures and policies adopted by us. We will always be available to respond to your questions in the Contact Us page.

Is there a fee to pay?

No, users have free access. stratsphera is sponsored by BTG Pactual, who also funds the competitions. However, a registration is required for users to have access to the simulation environment. This ensures code security and helps us create statistical data for the community.

Can I simulate high frequency strategies?

No. The shortest interval available in the databases is the 1-minute bar. Thus, simulations of HFT (high-frequency trading) strategies are not possible and users will need to focus their efforts on lower frequency algorithms.

Can I execute my strategies through a broker?

No. The algorithm development tool is only available for simulations and there is a 5-day delay period for database updates.

Data Library

What databases are available?

DescriptionCountryData Provider
Stock pricesBrazil
Corporate eventsBrazil
Stock pricesU.S.A.
Corporate eventsU.S.A.
Social Trading SignalsBrazil
Macroeconomic dataBrazil

For more details, please access the Datasets page.

Is there an access fee?

No. All data libraries are available for free but there is a 5-day delay period for data updates.

Can I use my own database?

The use of other databases other than the ones available on the platform are currently not allowed. This ensures that any data disclosure agreement will be not be broken by the user through stratsphera.

Why is the closing price different from other data sources?

stratsphera’s database was created with the 1-minute bars concept. Thus, prices for one day can be understood as a larger bar with the information for opening price, closing price, highest price, lowest price, average price and negotiated volume. The closing price calculated by this method refers to the price of the last trade and may differ from the official closing price disclosed by the stock exchange.

Algorithms

I don’t know how to use Python. Can I use another programming language?

Unfortunately not, but we are studying this possibility. Python is relatively easy and we provide a few tutorials to help you advance beyond the basic concepts.

Where can I look for strategy ideas?

Within stratsphera, there are two ways in which users can find algorithms that are ready to be altered: i) by accessing the examples offered by our team and included in the Notebook; ii) within the Community, where other users can share codes.

Can I copy the historical data to study them outside of stratsphera?

No. The available data in the simulator is protected and cannot be accessed by the user. Analysis should be done in the platform only with the help of the Notebook.

Backtests

How are sale and purchase orders calculated?

Our simulator seeks to calculate the impact your order would have in the market and how it would affect the trading price, but this is not a simple task. If a ‘correct’ answer is not available, we provide parameters – which can be changed by the user – with suggested initial amounts for:

  1. Slippage, price distortion based on the order;
  2. % volume, percentage of volume on the 1-minute bar that can be executed in the simulation;
  3. Volume_impact, simulates the effect the order volume has on the asset price;
  4. Volume_impact_decay, time in which the impact caused by an order reduces prices by half.

Which benchmarks are used in stratsphera?

Benchmarks can be customized by users, but the standard simulator uses the Accumulated DI Rate (during the calculation period of the strategy’s result), calculated by Cetip: www.cetip.com.br.

Privacy and Security 

Is my algorithm safe?

We take security issues seriously. Thus, every time a user logs into the portal, they enter an encrypted environment. Unless in situations listed in the portal’s Terms of Use, no one will have access to your code.

BrazilUSA