We analysed the performance of a systematic long/short investment strategy applied to a basket of top 14 cryptocurrencies by traded volume. In particular, it shows the superior performance of this strategy on both risk and returns compared to a passive buy-and-hold investment in Bitcoin or a crypto basket, which in contrast have large and long drawdowns. It also highlights that it is not advisable invest in crypto basket funds, since their performance is very similar to a passive investment in Bitcoin. Check the article below for more details and key takeaways.
Analysis of a Systematic Long-Short Crypto Investment Strategy
Topic: Analysis of a Systematic Long-Short Crypto Investment Strategy (Read 131 times)
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