Broadly, there are 3 types of systematic trading strategy that can “work”.
In order of increasing turnover:
1. Yield farming
2. Economically-sensible, slow-converging inefficiencies (cash/futures arb)
3. Fast-converging supply/demand imbalances (inter-exchange arb)


https://twitter.com/therobotjames/status/1359349194230693889 …
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brb backtesting a CUMROCKET / MOONCUNT / POOCOIN ERC basket... will revert back
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crypto is the most advanced online massive multiplayer sim-capitalism one could ever imagine and the expansion packs are SO LIT.
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Haha hope that my sarcasm was clear in the post... But hodl has actually outperformed all major technical strats (well at least the EOD ones that <BTST> covers) for several years.pic.twitter.com/zjcD99WzP0
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Also... why did I work so hard to find uncorrelated strats with 1.5~2.0 sharpe when hodl-ing BTC for a year returns a Sharpe ratio of 10.16 (kinda not sarcasm...)
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