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Trade Update: For a Few Bitcoin More
The combined PL of our ICE and CME trades was essentially flat this week and stands at $999 gross ($786 [...]
Views on Bitcoin – Part I
By now you may have read about our Bitcoin Cash & Carry trade, which is a non-directional trade aimed [...]
Trade Update: For a Few Bitcoin More
Our BTC cash & carry trades performed very well this past week as the basis between spot und futures narrowed [...]
A Volatility Scaling Makeover
Beauty is an important part of today's world. From a young age we are taught about physical features that [...]
Trade Update: For a Few Bitcoin More
After we observed a widening of the basis over the last weeks, we decided to add another BTC cash & [...]
Trade Update: For a Few Bitcoin More
What better opportunity than Bitcoin crossing the $10k mark today for the first time in seven weeks to update last [...]
Trade update: For a few Bitcoin more
Two weeks ago (For a Few Bitcoin More), we presented a Bitcoin cash & carry trade. As promised we aim [...]
The Bittersweet Truth of Volatility Targeting
One of the frequent topics on the Systematic Investor podcast concerns volatility targeting or volatility scaling. There have been [...]
Trade Update: For a Few Bitcoin More
Two weeks ago (For a Few Bitcoin More), we presented a Bitcoin cash & carry trade. As promised we aim [...]