dima
@dima_quant
I build & run crypto trading strategies
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A 1.5 sharpe crypto short strategy you can trade today
Every few days, Upbit lists a new coin against the Korean won. Within hours it is often up 20%, 40%, sometimes more than 100%. On Binance too.
A lot of the time, it then gives it back. I tested whether you can short that give-back on Binance perps, after fees and funding.
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