Zero To 10M : AI Crypto Trading

The Korean Composite Stock Price Index (KOSPI) has remained range-bound between 2,500 and 2,750 points for over 18 months as of Q2 2024. During this period, the average daily trading volume of domestic institutional investors fluctuated by approximately 42% compared to the previous year, while the proportion of program trading consistently exceeded 35% of total market turnover. These are not mere statistics; they are the mathematical footprints of systemic capital movement. Beneath the surface-level narratives of economic recovery and recession lies a more fundamental, algorithmic reality: the market is a continuous process of position building and liquidation by major players. The romanticized notion of a "martingale system"—doubling down after losses for a guaranteed eventual win—is a dangerous mirage in this environment, one I have paid for with significant capital during my early quant development phases. This analysis dissects the actual map of insti...

The prevailing narrative in retail investment circles fixates on entry points and profit targets, yet remains perilously silent on the terminal risk of forced liquidation. This omission is not benign. According to the Financial Stability Report from the Bank of Korea (Q4 2023), the proportion of household debt to disposable income stands at 206%, with securities-backed loans (SBLs) and credit loans for stock investment showing a compound annual growth rate exceeding 15% over the past three years. This data point is not a dry statistic; it is the precise mechanism through which a 20% market correction translates into a cascade of margin calls, transforming paper losses into realized, catastrophic ones. The fear of liquidation is not a phantom; it is a mathematical certainty embedded within leveraged positions during periods of monetary tightening and elevated volatility. Liquidation is not merely the consequence of a single misjudged position. It is the systemic fa...