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The #Crypto Quality Arb Portfolio - Experiment for 2021
I set up an account with 11x leverage, invested in 14 Longs I consider to be higher quality vs 11 Shorts I do not consider to be such quality
THIS IS AN EXPERIMENT. IT IS NOT ADVICE.
#altcoins #bitcoin #ftx #qualityarb
I set up an account with 11x leverage, invested in 14 Longs I consider to be higher quality vs 11 Shorts I do not consider to be such quality
THIS IS AN EXPERIMENT. IT IS NOT ADVICE.
#altcoins #bitcoin #ftx #qualityarb
The investable universe is PERP futures listed on FTX and it goes without saying that it is only crypto (ie I will ignore any stock futures) and only altcoins
The experiment is set up as a classic 120% Long, 100% short book (ie it has a theoretical market exposure of just 20%).
The experiment is set up as a classic 120% Long, 100% short book (ie it has a theoretical market exposure of just 20%).
It is meant to be a stable experiment and I will update the positions (and re-size them) once a month. I expect very little movement in individual names. I want to see if a "classic" strategy where investors pick higher quality to go long and lower to go short works in #crypto.
