This crypto investment strategy is built on multiple adaptive agent-based models using fundamental statistical learning algorithms, as opposed to static technical trading rules. The long/short program identifies relative value opportunities across a set of 276 pairs, all of which are volatility-neutral.
The adaptive trend certificate, managed by a Commodity Trading Advisor (CTA), utilizes an adaptive trend strategy that incorporates both long and short positions on BTC and ETH.
This is a quantitative directional strategy investment, designed to capture the dynamic broad participation in the 20 most liquid cryptocurrencies. It’s aimed to achieve significant upside during a bull market while limiting downside risk in range-bound and bear markets.