Join Brian from QuantLabs 109 as he explores and breaks down the results of a comprehensive research article titled "Systematic Hedging of the Cryptocurrency Portfolio" from quantopedia.com. In this episode, delve into the intriguing world of cryptocurrencies and discover how a top-five cryptocurrency index portfolio was hedged. Expect the episode to uncover the research methodology, the selected cryptocurrencies, and the unique hedging strategy.
Get some free trading tech book PDFs http://quantlabs.net/booksJoin our Discord for quant trading and programming news https://discord.gg/k29hRUXdk2
Don’t forget to subscribe to my Substack for more trading tips and strategies! Let’s keep learning and growing together. https://quantlabs.substack.com/
Brian also unpacks the report's results, contrasting the returns yielded by the top five coins against Bitcoin. Watch as he raises critical questions about the usefulness of individual coins, citing examples such as Solana and Chainlink. Plus, learn how the research sets up two different periods to study volatility in spread and unpack complex mathematical methods used.
The episode climaxes with a sobering look at the risks involved in this high volatility investment world. Get the scoop on max drawdowns, sharp ratios, the compounded annual per annum of the top five and Bitcoin, and more. Listen as Brian critiques the results, outlining how professionals would view the high risk-to-reward ratio and contrasting it to simpler methods that yield better sharp ratios.
Finally, hear Brian's analysis of the research's conclusion, ranging from the researchers' hedging strategy and its impact on returns, volatility, and drawdowns, to the enduring danger of high drawdowns in the crypto world. Despite the drawn-back returns, Brian highlights the necessity of incorporating hedging strategies in crypto portfolios. Don't miss his final thoughts on the extreme volatility of cryptocurrencies, potential legal issues, and the trade-offs of hedging.
To further explore Brian's analysis and stay updated on his findings, join his Discord community and subscribe to his Substack page and email newsletter. Links are provided in the podcast description. Tune in for an enlightening look at systematic cryptocurrency portfolio hedging.
quantpedia.com/systematic-hedging-of-the-cryptocurrency-portfolio/
What are the exact topics you want to learn about in cryptocurrency trading
What are the exact topics you want to learn about in cryptocurency trading
Is trading daily or 4 hour more profitable vs 1 hour with this backtest of 148 coins from Coinbase
WHy do #Australia #NewZealand dollar pairs rally and #USA #stock drop
Why miss out out this 3x return for Shib Inu
Trading signals now private chat server not Telegram
My view on Telegram crypto coin USD backing and Boomberg article
It seems the long term global stock market decline has started
Why miss out on alt coins like SOL give 9000 plus percent return YTD
Latest on Telegram channel for crypto trading signals long and short version
Latest on Telegram channel for crypto trading signals long and short version
Latest status on MotiveWave in trading chart setups
It is alive as Reverse MACD strategy runs in my MotiveWave to push live trading signal
Is Bitcoin Shib Inu and Compound ready for more big moves
Coinbase good bad and ugly Zoom webinar meeting id
If USA defaults how do their bonds and UK and Germany look like
As America could default why USA dollar and gold not spiking
How to Do Fully Automated Trading Updateb Crypto
Here are Coinbase cryptocurrency high performing coins I can trade
Latest trading setups for Coinbase and Kraken
Join Podbean Ads Marketplace and connect with engaged listeners.
Advertise Today
Create your
podcast in
minutes
It is Free
The emPOWERed Half Hour
U.S Property Podcast
Aligned Money Show
Dubai Property Podcast
The Ramsey Show
The Clark Howard Podcast