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Author Topic: How do I trade this algorithm?  (Read 28 times)
pravinbs
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February 24, 2018, 09:34:50 AM
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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
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April 14, 2018, 03:32:52 AM
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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
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