Portfolio | Quant Finance | Statistical Arbitrage in Cryptocurrencies

Statistical Arbitrage in Crytpocurrencies

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Project Overview

The Product

TBD

The Challenge

Cryptocurrency markets are still relatively new and are fertile grounds for finding market inefficiencies using statistical arbitrage techniques.

The Goal

The goal of this project was to research profitable momentum and reversal strategies in crypto.

Responsibilities

Research profitable momentum and reversal strategies using cryptocurrency data, backtesting, execution, weighting, and performance evaluation.

Project Duration

3 months

My Role

Quantitative Researcher

The Process

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Timeline

Data

Idea Generation

Backtesting

Key Takeaways

Next Steps