METASYM

METASYM, short for META SYMBIOSIS, is a metastrategy for ICONOMI.

This is an alternative implemantation of Stephen Reid, in which you can set your own parameters for scoring strategies, and add innovations of your own. (Fork and send PR's!)

Disclaimer: USE AT YOUR OWN RISK

This code has no unit tests and has not been audited. As such, it may throw errors and exit. It may have errors in the calculation and provide inaccurate results, which might not be obvious at first glance. For use in production, there might be security issues (e.g. from third party libraries included). Furthermore, bugs in the ICONOMI api might skew the results or lead to unexpected outcomes. Finally, there might be issues, bugs and considerations that I have not considered. I advice you to extensively test and carefully verify both algorithm and results. This tool is not investment advice and offered for educational purposes only. Therefore, none of the authors, contributors or anyone else connected with this repository, in any way whatsoever, can be responsible for your use of the code contained in this repository.

Configuration (Hyperparameters)

When using this tool, a metasym-config.mjs file will be created, containinig all parameters you can change:

export default {
    "weights": [ // calculate a weighted average of returns
        0,  // DAY
        0,  // WEEK
        4,  // 1 MONTH
        3,  // 3 MONTHS
        2,  // 6 MONTHS
        1   // 1 YEAR
    ],
    "filters": {
        "positive": false, // only include strategies with a positive score
        "mature": false    // only include strategies with a 3 MONTH return (e.g. existing longer than 3 months)
    },
    "multiplier": {
        "DECENTCOOP": 2.0       // You can boost, reduce or ignore strategies by setting a multiplier
    },
    "verified": {
        "DECENTCOOP": true     // You must manually verify a strategy before it is included
    },
    "minStrategies": 10,         // the mininum number of strategies required
    "assetMultiplier": {
        "BNB": 0                 // individual assets (e.g. coins) can also be boosted, reduced or ignored.
    }
}

The Algorithm

See metasym.mjs for the source code with comments.

Installation

Install nodejs and open a Terminal (MacOS) or PowerShell (Windows).

Type the following commands:

npm install metasym-core -g
metasym etl                 # load strategies
metastym verify XXX         # verify at least 10 strategies (or change minimum number of strategies in metasym-config.mjs)
metasym rebalance METASYM   # run the rebalance algorithm to calculate weights

Usage

Type metasym to get interactive help and see the various commands, such as:

• metasym config shows the parameters
• metasym list shows all strategies, and the ones you verified
• metasym verify NAME verifies a strategy
• metasym etl will ETL (extract-transform-load) all strategies to a database
• metasym rebalance NAME will calculate the new strategy, use --save to perform an actual rebalance.

For rebalncing, you must include the ICONOMI API keys in your environment, or in a .env file:

ICN_API_KEY=
ICN_SECRET=
STRATEGY=