Futures Strategy Application This is a prototype application that is an outgrowth of a final project for a Regression Analysis and Quantitative Trading Strategies (FINM 33150) course taken in the Spring of 2021 at the University of Chicago that developed a quantitative trading strategy involving perpetual futures contracts on the Binance exchange. This application is a user interface for executing the strategy and monitoring its performance. Clone API repository and start server git clone https://github.com/CalebEverett/futures-api.git Follow the instructions there to establish and fund margin and futures account and get api keys. Install Dependencies and Start Application yarn install yarn start Overview The basic strategy is to establish a perpetual futures position that entitles it to receive funding rate payments every eight hours in accordance with the terms of contract. An offsetting position in the underlying asset is established at the same time to avoid taking any directional risk. See the project write up for a full description of the strategy. This prototype application in

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)