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Ytd, suspect that emn has had better risk adjusted numbers than crypto (for those where that matters)https://nilssonhedge.com/index/daily-indices/daily-equity-market-neutral-index/ …
I’d guess that if you compare equity market neutral to crypto market neutral, that is very much not the case (EMN had an amazing 2021 but CMN was absolutely stunning — right @NikitaAFadeev? 
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That’s indeed true, but when people say crypto they often mean the headline grabbing numbers, from directional strats. Sadly don’t have anything for cmn on a more frequent basis
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It sucked. Easier money elsewhere. Nothing to see.
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The real money is to be made balls long the perps
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Depending on vol but a portfolio of stat arb signals I track (daily freq) realized Sharpe of 3.5-4 in 2021 with raw vol (no target) at 20-30% annualized, so I can imagine CMN managers must have been killing this year!
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