In this article, we will discuss the valuation of bitcoin futures. We also examine properties that classify bitcoin futures as a commodity derivative and compute bitcoin asset pricing formulae.

Futures on bitcoin

Bitcoin Futures were introduced by the Chicago Mercantile Exchange (CME) in December 2017. Bitcoin futures were listed with…


Introduction

In this article, we take it a step further and examine a simple pairs trading statistical arbitrage strategy using the most liquid cryptocurrency pairs.

Statistical arbitrage is primarily based on pairs trading mean-reverting returns. …


This marks the second part of The Quantitative Trading Series, where we will continue to highlight and expand our insights in Part 1 and the additional quantitative methods that can be applied in the world of digital assets.

In this article, we will continue to demonstrate just how well various…


This marks the first part of The Quantitative Trading Series, where we aim to highlight some quantitative methods that can be applied when generating returns in the world of digital assets.

In this article, we will demonstrate just how well various machine learning algorithms perform when trading digital assets and…

Moses Dada CQF

Quantitative analysis, Quantitative Trading and Machine Learning

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