Cross-sectional Momentum in Cryptocurrency Markets

https://www.starkiller.capital/post/cross-sectional-momentum-in-cryptocurrency-markets

Cross-sectional Momentum in Cryptocurrency MarketsBy Leigh Drogen, Corey Hoffstein & Kevin Otte of Starkiller CapitalAbstractThere is substantial evidence supporting the existence of a short-term momentum anomaly in blockchain based digital assets. Specifically, those assets which perform best (worst) over a 30 day period tend to continue to outperform (underperform) over the subsequent 7 day period. Long-only momentum trading strategies that exploit this phenomenon have consistently delivered e