Topic: How do I trade this algorithm? (Read 106 times)
Hi Pravin, about your question is yes for sure.i'm aslo quantitative trading in cryptocurrencies for more than 4 yrs.i'd like to share experiences with you guys on telegram @hgbing
Hi All,
I am a quantitative researcher primarily working on US equities. I tried one of my long short model on cryptocurrencies are the results are amazing as shown below (250% from zero capital - long/short dollar neutral, of course, the margin has to be posted for short positions).
http://i67.tinypic.com/6nsgsj.jpg
It is based on a quantitative model of 21 cryptocurrencies and the investments are in bitcoin and returns are in bitcoin. i.e. invest 1 bitcoin in Feb 2016 and it returns 2.5 bitcoins in Feb 2018.
Since the algorithm holds short positions for 5-6 days is that a viable model for cryptocurrencies? Can I short and hold positions for a week?
Best regards,
Pravin
I am a quantitative researcher primarily working on US equities. I tried one of my long short model on cryptocurrencies are the results are amazing as shown below (250% from zero capital - long/short dollar neutral, of course, the margin has to be posted for short positions).
http://i67.tinypic.com/6nsgsj.jpg
It is based on a quantitative model of 21 cryptocurrencies and the investments are in bitcoin and returns are in bitcoin. i.e. invest 1 bitcoin in Feb 2016 and it returns 2.5 bitcoins in Feb 2018.
Since the algorithm holds short positions for 5-6 days is that a viable model for cryptocurrencies? Can I short and hold positions for a week?
Best regards,
Pravin
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