Topic: Coinhike.com | Adaptive and Diversified Crypto Currencies Portfolio (Read 559 times)
Why do you waste our time and everyone elses time with such a pathetic attempt to do ?? To do what exactly ? You have a site for 2 months and it just dissapears what is the point of this ? Why don't you just close this thread ?
July 10, 2016, 08:31:40 AM
hey, sounds amazing and want to dig into that. your website is off?
April 27, 2016, 01:57:34 PM
I still did not understand your site much.
Are you creating a site just like http://coinmarketcap.com/ and enlist the top cryptos from time to time?
I want to know in details from you.
Are you creating a site just like http://coinmarketcap.com/ and enlist the top cryptos from time to time?
I want to know in details from you.
The ranking is performs in several steps by measuring momentum, volatility and correlation of cryptos. I can't tell you the exact receipe but it is in substance something like that. It is based on the Adaptive Asset Allocation method, which becomes common in the traditionnal investment industry. It's a kind of 'enhanced' momentum strategy.
A site like coinmarketcap.com ranks crypto by market cap, nothing more.
April 27, 2016, 01:46:50 PM
I still did not understand your site much.
Are you creating a site just like http://coinmarketcap.com/ and enlist the top cryptos from time to time?
I want to know in details from you.
Are you creating a site just like http://coinmarketcap.com/ and enlist the top cryptos from time to time?
I want to know in details from you.
April 27, 2016, 01:41:36 PM
Hey everyone,
Few changes occur with the cryptocurrencies selection algorithm since the last post, and program to fetch and upload new data is now fully automatized. Next step is to write the script that will open and close trades. It is why the website was in maintenance this past weeks.
Changes :
- 24h volume > 150BTC
- Trade the top 2 cryptocurrencies
- Rebalance every day at 00:05 am (5min. candle)
The in-sample period for backtesting and optimization is now over and portfolio run with new data since 2016-04-01.
To give you an idea, it outperforms Bitcoin by more than 1800% since 2016 jan-01 and it has been stable more recently. Worst drawdown is less than 12% YTD
You'll find more info here : http://coinhike.com/
Few changes occur with the cryptocurrencies selection algorithm since the last post, and program to fetch and upload new data is now fully automatized. Next step is to write the script that will open and close trades. It is why the website was in maintenance this past weeks.
Changes :
- 24h volume > 150BTC
- Trade the top 2 cryptocurrencies
- Rebalance every day at 00:05 am (5min. candle)
The in-sample period for backtesting and optimization is now over and portfolio run with new data since 2016-04-01.
To give you an idea, it outperforms Bitcoin by more than 1800% since 2016 jan-01 and it has been stable more recently. Worst drawdown is less than 12% YTD
You'll find more info here : http://coinhike.com/
March 23, 2016, 05:09:56 PM
Site : http://coinhike.com/
Your portfolio should adapt as the market changes. We tell you how
Risk managment is an essential tool for making profit
Keep an eye on this thread I'll try to update on a regular basis for the bad and the worst and see how it perform in the coming weeks / months.
Good luck
Your portfolio should adapt as the market changes. We tell you how
- Crypto currencies allocation is generated for the most liquid crypto currencies of the moment >$50k (24h)
- Candidates are ranked based on price, volatility and correlation
- Candidates in the top 3 are the crypto currencies your capital should be allocated to until rebalancing
- Rebalancing is performed every day at 2 AM so that the portfolio adapts itself to market changes
- Crash protection mechanism limit drawdown by calculating the optimal portion of the portfolio that must remains in cash
Risk managment is an essential tool for making profit
Keep an eye on this thread I'll try to update on a regular basis for the bad and the worst and see how it perform in the coming weeks / months.
Good luck
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