

225: Algorithmic Crypto Trading - Pavel Kycek
Feb 28, 2024
Exploring algorithmic crypto trading with Pavel Kycek, topics include identifying trading styles, building effective strategies, robustness testing, risk management, selecting cryptos to trade, regime filtering, portfolio generation, common mistakes in trading, mean reversion and range expansion strategies, and insights into market dynamics.
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Survivorship Bias in Crypto
- Survivorship bias significantly impacts crypto backtesting results.
- Use survivorship-bias-free data for accurate performance analysis.
Robustness Testing in Crypto
- Test strategies on multiple timeframes, such as 4-hour or 12-hour charts.
- Create artificial daily closes in crypto to expand your dataset.
Testing on Multiple Coins
- Avoid testing on single coins due to individual coin biases.
- Test on survivorship-bias-free datasets of multiple liquid coins.