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/
BTC aka Bitcoin shows huge buy signals among hot alt coins
UNI and DOT moved as prediced but SOL is strongest crytocurrency coin
BTC Bitcoin leg up coming to double around Aug 30 or 31?
Could Brent Crude oil sugar start to rally
SOL still performs as top cryptocurrency coin hold today
Bitcoin BTC ADA lining up for major upside in coin earnings
What your learn in this quick FREE technical analysis course
Updated FREE algo trading private chat server is here
Updated FREE algo trading private chat server is here
Have you seen this huge XTZ Tezos cryptocurrency coin move up
USA stock markets and oil have rebounded nice
Will DASH YFI lead the new candlesitck patterns showing bullish today
Could Solano coin blow up your cryptocurrency account
Forex gold and stocks rebound temporarily
ADA highs continue while ETH could explode so watch private chat server
bitcoin at 49k with remote audo edition
What inflation? Agriculture and Oil and Natral gas drop big
ATOM performs today while we wait for our free trading signals on Ethereum DOGE ADA
Cardano is easily the strongest cryptocurrency moving forward
Solano Cardano moving huge despite negative Bitcoin Ether and cryptocurrency
Join Podbean Ads Marketplace and connect with engaged listeners.
Advertise Today
Create your
podcast in
minutes
It is Free
Get Creative with Pace Morby
U.S Property Podcast
Aligned Money Show
The Ramsey Show
The Clark Howard Podcast