Massively Meaningful Moves or Mediocre Market Signals: Part Two
Based on the previous look into significantly large moves in the crypto universe it was determined that the environment after a larger (greater than two standard deviations) up move provides little to no alpha or trading advantage.
Massively Meaningful Moves or Mediocre Market Signals?
Bitcoin and other crypto currencies are known for their volatility and ability to make monstrous moves seemly out of nowhere. The purpose of this little investigation is to see if these moves can provide any meaningful insight into the direction BTC will go in the next several days.
Short Trading Strat: Part 2
Well it’s been two long weeks spent back testing and trying various permutation based upon the hypothesis discusses in my last article. I am going to jump right in and go into some of the things I found and discuss the various back testing results. As usual None of this if financial advice!