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1  Economy / Trading Discussion / Re: What's happening with crypto markets? on: July 20, 2017, 03:15:31 AM
The correlation of altcoins to bitcoin has been steadily going up over the last two months, I would guess this is in anticipation of the bitcoin fork: https://www.sifrdata.com/cryptocurrency-rolling-correlations/. After the fork, maybe some form of normalcy will return to the markets, i.e. correlations will go down, but who knows.
2  Economy / Trading Discussion / Re: What is the Best Trading Strategy You Use for Cryptocurrency? on: June 28, 2017, 05:13:46 PM
any trading strategy will assume that you can somehow predict the future return based on previous returns. to be more specific, you are essentially saying the (weak form of the) efficient market hypothesis is invalid. one way to figure this out mathematically is to compute the autocorrelation of a set of returns and check for statistical significance. this is essentially a trend following algorithm if you trade with the autocorrelation or mean-reversion if you trade against it.
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