Hi All,
I am an independent quantitative researcher primarily researching quantitative trading strategies on US equities. I used Enigma Catalyst to down data try one of my models on 20 cryptocurrencies from Feb 2016 to Feb 2018 and the results are impressive. Here is a P/L graph.
The results are 250% in 2 years for a long short dollar neutral strategy. The only cost is margin for shorting cryptos.
Do you think such a model is feasible in real trading?
