Amit Kaushik

Head of Quantitative Research and Portfolio Manager

Conference Day Two: March 20 2019

Tuesday, March 19th, 2019

3:55 PM Generating Alpha from Crypto with systematic strategies

  • Systematic strategies as a hedge against a long-only strategy
  • A Crypto strategy with low correlation against BTC and CCi30
  • Small BTC exposure leads to a jump in the Sharpe ratio of a stock portfolio
  • Limits to arbitrage in a crypto strategy

Check out the incredible speaker line-up to see who will be joining Amit.

Download The Latest Agenda