Hello! Welcome to our first newsletter. If you’re reading this, we really appreciate you being a part of Blankly’s growth within the developer community. Every week, we’ll provide you with updates, as well as resources and new trends or discoveries that we think you’ll find interesting.
Enjoy!
UPDATES
We posted on Reddit a few weeks ago, and it was a success! Many of you reading this may have found out about us through that post, and we’re thankful for all the amazing comments, suggestions, and engagement. It was incredibly exciting to know that what we are building has value, and we hope to help even more quant developers with their workflow as Blankly continues to grow.
Our new website is live! Go to blankly.finance, where there are now landing pages for our upcoming products, Blankly Platform and Blankly Connect. They’re still in the works, but stayed tuned for later this year and early next year as we hope to release alpha and beta versions. Of course, you’ll be notified of any updates right here in your inbox. As for what’s in store in the future, below is our product roadmap over the course of the next calendar year. We have grand ambitions to build out all these features and products to take Blankly to the next level.
Finally, a shoutout to everyone who has contributed to our open-sourced package in finding bugs, adding suggestions, and more. Our latest release, v1.13.0-beta, brings a number of new features, some including:
added support for OANDA
added state initialization option for price events
updated run to use blankly.json
created a strategy test
upgraded unit tests to be more robust, better testing, and greater reliability
Check it out with pip install blankly --update
! More details can be found here at our Github, and it addresses many errors and issues brought up by everyone. We’re always listening to your concerns and ideas, and feel free to leave a comment in our Discord or Reddit.
RESOURCES
Check out this Twitter thread! We built Blankly exactly for something like this, so that your processes of backtesting and live trading are simplified to just one simple change in your code.
As brought up by a fellow member in the Discord, how does one determine their allocation for a trend-following strategy? Something interesting to look at would be the Kelly Criterion, a tool to control leverage and allocation in a multi-strategy portfolio. Take a look at the video below, and underneath are additional resources explaining more.
Money Management via the Kelly Criterion
That's all we have for now! Let us know if there's anything that you'd like to see in these newsletters at hello@blankly.finance.
The Blankly Team