Dollar Cost Averaging done right
Numerical simulations to maximize profits.
In the previous article, we looked at a strategy using alternative data to bet on soccer club stocks.
An Alternative Data Strategy
In the previous article, we looked at cash and carry arbs on binance. In this article, we are gonna look at an example strategy that uses alternative data, in this case, football matches for soccer clubs that have (liquid) publicly listed stocks. If you end up enjoying this article consider getting the paid subscription, that way you can support me and I …
In this article, we are gonna analyze the effects of DCA and see how we can find the right approach to optimize return, variance, sharpe and sortino.
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!
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Table of Content
What is DCA?
Time Approach
Price Approach
Price Approach with Predictions
Final Remarks