Reading 2021-12-28
Metadata
- 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
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
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