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More to Lore; Cryptocurrency Momentum (Market Notes, 890 pages)
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More to Lore; Cryptocurrency Momentum (Market Notes, 890 pages)

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HangukQuant
Jul 19, 2024
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HangukQuant Research
HangukQuant Research
More to Lore; Cryptocurrency Momentum (Market Notes, 890 pages)
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On the previous rendition of market notes, we expounded on cryptocurrency momentum:

Market Notes (Trading Strategies)

Market Notes (Trading Strategies)

HangukQuant
·
July 13, 2024
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Here, we make some additional notes, particularly on empirical evidence for or against dual momentum and decay.

There is a rather important statement to make - I have removed the previous post on dual momentum - in part because I suspect some of the hypothesis I asserted are false in light of a more complete study.

I guess I don’t particularly mind if people realize changes in my beliefs/mistakes I have made, but my concern is that there will be readers who read that post in isolation and then draw false conclusions. To be safe, I took it down - anyhow, I hope you find the modifications meaningful!

Also for transparency, since I have modified my beliefs in relation to something I wrote publicly, I thought I should make these modifications equally public, so that you may make your own judgments - attached is page 879-883 - the part where I correct some observations:

preview:

Market Notes 879 883
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and here the full market notes for paid readers:

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