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.jpgIt 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