Adapting a Famous Quant Value Strategy to Crypto Assets: Some New Ideas About Value Indicators for Crypto
Published in
5 min readOct 3, 2019
Value indicators are one of the cornerstones of quantitative(quant) trading. Even today, in the mist of the golden era of quant investing, most strategies were based on variations of three fundamental indicators: value, size and momentum. In the case of crypto-assets, value indicators are entirely clear as there…