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Systematic Trend-Following With Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets by muditmaheshwari1410 is a document available to read on EtoBox.

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The document presents AdaptiveTrend, an innovative algorithmic trading framework designed for cryptocurrency markets, addressing challenges such as non-stationary volatility and asymmetric return distributions. It combines high-frequency trend-following with adaptive portfolio construction, achieving a Sharpe ratio of 2.41 and outperforming traditional strategies in extensive backtesting. The framework

Author

muditmaheshwari1410

Language

EN