![Pavel | Robuxio Profile](https://pbs.twimg.com/profile_images/1805857511976644609/LKL8i9Il_x96.jpg)
Pavel | Robuxio
@PKycek
Followers
9K
Following
5K
Statuses
6K
Algorithmic Crypto Trader | Trading robust portfolios of uncorrelated strategies for institutional and retail clients. Co-Founder & CEO @robuxio_com
Read our research ➜
Joined September 2021
It's fun to watch crypto twitter. Everyone knew exactly that the markets would only go up this year. Because the 4-year cycle... A lot of traders forgot that the market is the perfect mechanism to take people's money. Especially those who don't know what they're doing. And especially those who are trading with high leverage. For the most part, it's the fault of big accounts who sell bottomless optimism and farm engagement.
1
0
20
Open positions and Net exposure of Mean Reversion hedged portfolio:
Old short-term momentum short positions closed. New short-term momentum short positions opened. Long-term momentum short positions still in the portfolio and holding. New mean reversion long positions opened. Net exposure is getting more neutral.
0
0
15
@Trader_XO @CryptoHornHairs Thank you, @CryptoHornHairs! @Trader_XO happy to discuss details with you if you are interested...
2
0
2
@pranjal_chaubey @robuxio_com It's not better. It's simply the nature of crypto. I mean it is not that bad. But in comparison to momentum long, it is much worse.
0
0
2
The fact sheets I'm sharing are based on the live performance of our clients. First part is backtest and the rest is live. But these days we run 15+ different portfolios based on exposure, volatility, target drawdowns. And also based on the collateral used for trading. Out approach is very different. We run many strategies in production. Then we sit down with them and build portfolios based on the characteristics above.
1
0
0
I tend to lean on the belief that an individual trader can't do "true" mean reversion models on their portfolio, in addition to other stuff. Mostly it's just momentum masked in something else. These things require specialization. I prefer to focus on trend and take the vol, but definitely be a bit smarter on diversification + carry.
1
0
3
@EdwinChan160917 @robuxio_com MR short are not the actual hedges - you cannot rely on them for sure - there can be an overreaction missing and you don't get signals when you need them. But I agree, they are better in performance and very good diversifiers.
1
0
2
Adding this type of srategy, ideally the one which is trading short-term to the short side + it is reusing the same capital simply has to improve the risk adjusted returns: The same for adding MR long strategy which is trading in a unique environment when your momentum approach is out of the market.
Momentum short strategies: Horrible performance on crypto. Especially compared to momentum long. Their advantage? 1. Hedge: Reducing Net long exposure during crashes 2. Diversification: Making profits when the market falls 3. Capital optimization: Reallocating the same capital from momentum long strategies
1
0
2