Two Betas Making Alpha
Pirates of Finance
00:00
Cryptocurrency Markets - Why You Need That Overlay?
There's a lot of highlights I want to pull out of there is like, especially you guys even highlight with crypto with the volatility of variance that if you do cross sexual momentum, the drawdowns like net 70% range. That's why you need to overlay the time series momentum on there to manage those drawdowns. And then the other way would you look at it is like, there's a lots of, you know, there's high correlation in the crypto market. So that's also why you want that time series momentum overlay because they can all go down together.
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