040 - Pavel Kycek - Generating Insane Returns with Quant Crypto Trading

In this episode of The Algorithmic Advantage, Pavel Kycek discusses quant trading in the crypto market. He advises focusing on momentum or trend-following strategies with Bitcoin and Ethereum, highlighting that crypto is better suited for trading than holding. He also emphasizes the importance of high-quality, survivorship bias-free data, obtained and cleaned from multiple exchanges, and the need for diversification to manage risks like coin failures and exchange collapses. Pavel shares his approach to building robust strategies using price and volume data, drawing insights from other asset classes like stocks and commodities, and combining momentum and mean reversion techniques for hedging. He also touches upon the technological infrastructure required for managing multiple models and executing trades across various exchanges, and his long-term belief in Bitcoin.