In today’s briefing:
- New Research: Unlocking Quantitative Alpha in Cryptocurrency Markets
New Research: Unlocking Quantitative Alpha in Cryptocurrency Markets
- Market inefficiencies persist in crypto markets, particularly in cross-exchange arbitrage and futures basis trading
- Traditional factor models can be adapted for cryptocurrency markets with size, momentum, and liquidity factors showing statistical significance
- On-Chain metrics provide unique alpha signals unavailable in traditional markets
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