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Algorithmic Trading with Solisp

Deploy Book License: MIT

A comprehensive guide to algorithmic trading on Solana using Solisp, a LISP dialect designed for blockchain automation and on-chain program development.

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PDF Download PDF Best for printing and desktop reading
EPUB Download EPUB For e-readers (Kobo, Apple Books, etc.)
MOBI Download MOBI For Kindle devices

Book Contents

Part I: Foundations (Chapters 1-10)

  1. Introduction to Algorithmic Trading - History, market structure, strategy types
  2. Domain-Specific Languages for Finance - Why LISP for trading
  3. Solisp Language Specification - Complete language reference
  4. Solisp to sBPF Compilation - On-chain program development
  5. Data Structures for Financial Computing - Time-series, order books, market data
  6. Functional Programming for Trading - Pure functions, immutability, concurrency
  7. Stochastic Processes and Simulation - Brownian motion, Monte Carlo
  8. Optimization in Financial Engineering - Portfolio optimization, calibration
  9. Time Series Analysis - Technical indicators, signal processing
  10. Backtesting Framework - Historical simulation, performance metrics

Part II: Advanced Strategies (Chapters 11-14)

  1. Pairs Trading and Statistical Arbitrage - Cointegration, spread trading
  2. Options and Volatility Trading - Greeks, volatility surfaces
  3. AI and Sentiment Trading - NLP, social signals
  4. Machine Learning for Price Prediction - Deep learning, feature engineering

Part III: Solana DeFi Strategies (Chapters 15-20)

  1. PumpSwap Token Sniping - New token detection, graduation tracking
  2. Memecoin Momentum Trading - Social velocity, volume patterns
  3. Whale Copy Trading - Wallet monitoring, position replication
  4. MEV and Bundle Sniping - Jito bundles, priority fees
  5. Flash Loan Strategies - Atomic arbitrage, liquidations
  6. Liquidity Pool Sniping - LP creation detection, optimal entry

About Solisp

Solisp is a LISP dialect designed for Solana blockchain development. It features:

  • S-expression syntax for code-as-data
  • sBPF compiler for on-chain Solana programs
  • Built-in blockchain primitives (accounts, PDAs, CPIs)
  • Functional paradigm ideal for trading strategies
  • Formal verification via Lean 4 integration

Learn more: github.com/openSVM/solisp

Building Locally

# Install mdBook
cargo install mdbook

# Clone the repository
git clone https://github.com/openSVM/solisp-book.git
cd solisp-book

# Build the book
mdbook build

# Serve locally with live reload
mdbook serve --open

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

  1. Fork the repository
  2. Create your feature branch (git checkout -b feature/amazing-chapter)
  3. Commit your changes (git commit -m 'Add amazing chapter')
  4. Push to the branch (git push origin feature/amazing-chapter)
  5. Open a Pull Request

License

This book is released under the MIT License.

Acknowledgments

  • The OpenSVM team for developing Solisp
  • The Solana community for building an incredible ecosystem
  • All contributors and reviewers

OpenSVM - Building the future of on-chain intelligence

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Algorithmic Trading with Solisp - A comprehensive guide to trading on Solana using LISP

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