Introduction Delta-neutral strategies are a type of statistical arbitrage strategy that seeks to eliminate market risk by hedging the portfolio with derivatives. This means that the portfolio will not be affected by changes in the underlying asset prices. …

Statistical arbitrage is a popular trading strategy used by quantitative analysts to profit from market inefficiencies. In this article, I will explore what statistical arbitrage is, how it works, and how it differs from traditional forms of arbitrage. Arbitrage is a trading strategy where a trader takes advantage of differences…

As a quantitative analyst in the cryptocurrency space, I often use the Sharpe ratio to evaluate the risk-adjusted returns of various investment strategies. However, there are several common pitfalls to watch out for when using the Sharpe ratio to evaluate crypto trading strategies. …

In my experience, crypto portfolio optimization is a complex and challenging task that requires careful consideration of a variety of factors. As a quantitative analyst, I have found that the most effective way to perform crypto portfolio optimization is to use a combination of diversification, risk management, and optimization techniques. …

Market fundamentals refer to the economic and financial factors that underpin the value of a market or asset. In the context of the cryptocurrency market, market fundamentals can include factors such as the adoption rate, transaction volume, and regulatory environment. From experience, a trading model with a market fundamentals strategy…

I got motivated to write my story because I stumbled on this tweet

Cryptocurrencies have been an emerging market that has seen tremendous growth in recent years. Since 2009, when Bitcoin, the first cryptocurrency, was created, thousands of other cryptocurrencies have been introduced into the market. The rise of cryptocurrencies has created a demand for new ways to analyze market trends and make…

In this article, I explore some considerations and best practices for building a successful crypto quant trading system that I’ve learned over the past few months. 1. Define Your Trading Strategy The first step in building a successful crypto quant trading system is to define your trading strategy. This involves deciding on the types of…

In this article, I explore methods that allows me to create automated profitable DeFi trades. Suppose you are a newbie in the world of DeFi, realistically, the chances for you to actually gain profits when trading is rare. …