Is anyone here using system-driven strategies for crypto? I’m working on one that seems to be doing well, but I could really use some tips on ranking momentum and filtering out coins.
What are some effective ways to tackle this?
I wrote my thesis about this topic related to momentum in the crypto market.
I found that looking at coins with a market cap over 10 million avoids problems with low liquidity. The short-term momentum strategy works really well - usually with a look-back of 1 to 3 weeks and holding for 1 week. I focus on the top 20% of performers and the bottom 20%.
@Case
That sounds really interesting. I tried using deep learning models for DeFi and various altcoins, but terrible liquidity really hurt my results. I ended up moving away from alts and DeFi completely.
@Case
Is there a reason why so many in crypto consider market cap? In traditional finance, floating is more akin to equity’s market cap.
@Case
Is all trading happening on-chain or through specific exchanges?
@Case
Have you tested this with on-chain low-market cap coins or just exchange-based coins? I’d really like to know more.
I’ve been successfully running deep learning models for Bitcoin and Ether since 2018. Recently, I set up strategies that buy long positions on Coinbase while shorting on IBKR with Bitcoin and Ether futures. Hit me up if you want to discuss this; I’ve been focused on it for about 6 years.
@Faithjones
‘I’ve been successfully running deep learning models for Bitcoin and Ether since 2018.’
So, you mean you’ve been backtesting using the professional version of TradingView since then or did you have another method?
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
I would love to be included. I run several mean reversion strategies on altcoins.
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
I want to be included too. I’ve been experimenting with pairs trading ideas.
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
Could you link to the project?
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
I’d love to be included as well.
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
I’m interested!
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
Very interested
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
I’m very interested and happy to contribute.
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
Would love to check it out too!
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
I’m interested too.
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
Would really like to know more about your project.
Bennie said:
I’m working on an open-source project for systematic crypto strategies with some friends and former colleagues. I’d be happy to include you if you’re interested.
I would be super interested.