Reading 2021-12-28


  • Ref:: Finimize, archived version
  • Title:: How To Ride The Best-Performing Crypto In The Best-Performing Crypto Sectors
  • Author:: Reda Farran
  • Year of publication:: 2021
  • Category:: Blog
  • Topic:: #topic.cryptoasset

Notes from reading

Dual momentum is a well-known investment strategy within the academic and investment communities.

With the so-called dual momentum crypto strategy, they try to rationalize their investment decision by

  • filtering the coins’ price returns over a period of time
  • then calculate the momentum score of each filtered coin to get a decision

Momentum scores

This strategy essentially trades and rebalances monthly.

There's a tutorial by Algovibes, which walks through the steps to create a toy trading bot following this momentum strategy

  1. Archived url