In the previous article we looked at a couple of factors in the crypto market and how to use them in a simple L/S Strategy.
Factors in the Cryptocurrency Market
In the previous article we looked at an event based momentum and mean reversion strategy on AMPL. In this article we are gonna look at a couple of different factors and see how they perform in the cryptocurrency market. If you end up enjoying this article consider getting the paid subscription, that way you can support me and I can write even more articles!
In this article we are gonna look at USD-M and COIN-M Futures on Binance and see if we can arbitrage them.
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Table of Content
What’s the difference?
Cash and Carry arbitrage
Futures and Spot
Futures and Futures
Final Remarks