ETHChicago

Quantitative Trading Strategies -- Finding an edge
2023-09-16 , East Room ( Main )

Discussing various ways users can find an edge (and make $!) trading crypto. Pitfalls to avoid, unique insights into crypto specific markets and themes, and realistic case studies. All from a veteran trader (10+ years experience across a variety of markets).


1) Risk Tolerance and Bet Sizing

-- How to appropriately size your bets
-- Bankroll management

2) Market making -- how to find the edge?

-- Identifying short term flow dislocations
-- Quantiative Modeling
-- Software and Execution

3) Relative Value:

-- Forms of arbitrage (Basis, cross-exchange, defi to cefi, etc.)
-- Spread dislocations
-- Relative Value / Market Making combinations
-- "Slippage"
-- Tokenomics, supply, and short squeezes

4) Defi and Onchain

-- Identifying sources of liquidity (know what game you're playing)
-- Onchain analytics platforms

See also: Quant Trading Presentation (1012.2 KB)

CEO of crypto prop trading firm. Passionate about extracting value from markets.