Event Based Momentum and Mean Reversion

Taking advantage of the AMPL Rebase

In the previous article we looked at a bunch of different properties and behaviors of the limit orderbook.

In this article we are gonna look at a strategy which I actually ran back in the FTX days. You could still run it nowadays but the liquidity is lower nowadays since FTX was the biggest exchange with AMPL.

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Table of Content

1. What is AMPL?

2. Momentum Trade

3. Limit Order MM + Mean Reversion Trade

4. Final Remarks