Thinking like a Crypto Quant: Multi-Factor Strategies for Crypto-Assets
Nov 8 · 4 min read

Earlier this week, I published an article about the erroneous views of single-factor predictors in the crypto asset space. One of the ideas outlined in the article is that no single-factor strategy remains performant across all market cycles. That idea plays an important role in quantitative portfolio theory but seems ignored in the crypto space. Today, I would like…


