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Jun 5, 2020

Bitcoin futures: get rich quick or get knocked-out perpetually

Abstract We examine the inverse Bitcoin perpetual futures products, in particular the implications from collateral and liquidation mechanisms. We take the popular XBTUSD contracts offered by BitMex as a representative case study. We show that traders implicitly short a perpetual continuous barrier digital option. The option is structurally given for free…

10 min read

Bitcoin futures: get rich quick or get knocked-out perpetually
Bitcoin futures: get rich quick or get knocked-out perpetually

Mar 8, 2020

Building a trading system for a Bitcoin algo fund: lessons learnt

Context Almost two years ago, in the midst of the crypto bear market of 2018, we started building the infrastructure for a crypto quantitative fund. The fund now becomes stratosphère. As a small team composed of people passionate about building things, we think sharing what we have learnt from this little…

7 min read

Building a trading system for a Bitcoin algo fund: lessons learnt
Building a trading system for a Bitcoin algo fund: lessons learnt
stratosphère

stratosphère

Quantitative crypto fund. Construction of Bitcoin alpha. http://stratosph.com Tweets are not trading strategies.

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