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Author Topic: Analysis of a Systematic Long-Short Crypto Investment Strategy  (Read 17 times)
blueskycapital
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January 03, 2019, 05:56:40 PM
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We analysed the performance of a systematic long/short investment strategy applied to a basket of top 14 cryptocurrencies by traded volume. In particular, it shows the superior performance of this strategy on both risk and returns compared to a passive buy-and-hold investment in Bitcoin or a crypto basket, which in contrast have large and long drawdowns. It also highlights that it is not advisable invest in crypto basket funds, since their performance is very similar to a passive investment in Bitcoin. Check the article below for more details and key takeaways.

Analysis of a Systematic Long-Short Crypto Investment Strategy
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