Very underrated concept in trading
— The Trading Initiative (@howtoswingtrade) October 27, 2024
You need to have as many at bats as possible
This is achieved by properly sizing your positions
You need to be able to strike out, multiple times, without losing the ability to extract $$ from the markets
Winning % is a false idol and 90% is… https://t.co/yq4zJDIxn6
Immature to mature asset cycle:
— Pavel | Robuxio (@PKycek) October 22, 2024
Low liquidity = High volatility + Low efficiency
=> Market players are pulled by opportunities
=> Liquidity is growing
=> Volatility is decreasing
=> Window of opportunity is getting smaller
Volatility on BTC is getting smaller as more and more… pic.twitter.com/NBJjkjeZ7A
Market neutral strategy - basics:
— Pavel | Robuxio (@PKycek) October 15, 2024
For each MR short position buy the same value of BTC.
How to improve it:
1. Buy basket of "X" biggest coins to call it "market".
2. Buy a basket of coins with a higher probability to move against your position.
3. Volatility adjust the… pic.twitter.com/hI8fmwAVyK
New experience: leading a course on algorithmic trading at @UTBZlin. pic.twitter.com/hKL0a9MQtA
— Pavel | Robuxio (@PKycek) October 4, 2024
No.1 reason to trade crypto: pic.twitter.com/44fVVAnIBQ
— Pavel | Robuxio (@PKycek) September 26, 2024
Breakout RSI strategy:
— Pavel | Robuxio (@PKycek) September 24, 2024
Buy: RSI(10) > 80
Close: RSI(10) < 70
Regime filter: BTC > MA(50)
14 months out of sample!
Strategy was officially released on X on Jul 6, 2023.
More information in the old threads below. https://t.co/RbF7Dy1WUv pic.twitter.com/ZRfsscGiHR
Backtests often don't show the whole truth:
— Pavel | Robuxio (@PKycek) September 20, 2024
It happens frequently that you avoid a black swan event by accident.
But that won't happen in the future.
How to deal with it?
Look at the worst days in the past and try to push the strategy to be in position on such days.
Change… pic.twitter.com/e711ugDdUY
This past weekend, we uploaded veteran trader's @PKycek presentation from the 2024 TraderLion Conference.
— TraderLion (@TraderLion_) September 9, 2024
→ Systematic trading
→ Applying trend & mean reversion to crypto
→ Lessons from over 18+ years in the market
Watch that below ↓ https://t.co/YEMx8T8RlN pic.twitter.com/60fRZ46YVv
Imagine that you split the daily time frame into six 4-hour intervals.
— Pavel | Robuxio (@PKycek) September 9, 2024
Each day you would buy and hold TOP50 coins only within this interval.
The stability of the trend in certain intervals is surprisingly robust.
As of 2020, all profits on crypto have occurred in only two… pic.twitter.com/IgXgGyrVNa
Trend following vs profits
— Pavel | Robuxio (@PKycek) September 1, 2024
Trend following is awesome. It works great on crypto.
But don't forget that it's not a magic approach.
70% of your trades will be losses.
30% will be profits.
5% will be true outliers that will push your account to new highs.
Every time there is no… pic.twitter.com/cKZCj2iaZe
1) Would you trade this portfolio?
— Robuxio (@robuxio_com) July 25, 2024
In 2020, there were 5 months when it was flat—no money made, just drawdowns. pic.twitter.com/35UiarSb9n
Buy BTC if C > MA(50) vs. buy and hold:
— Pavel | Robuxio (@PKycek) July 22, 2024
Overperformance since 2018: 7X.
Basic models work... pic.twitter.com/eljQvZjXuW
How many TOP10 coins from the peak of the 2021 Bull Market are in profits?
— Pavel | Robuxio (@PKycek) July 2, 2024
Not a single one!
Crypto is trading asset. Not investment asset. pic.twitter.com/EIzBQczep5