Analysis of Systematic Crypto Trading Strategies in 2021

We started to systematically search for systematic cryptocurrency trading strategies in academic research approximately two years ago. They currently form around 3% of our database of algorithmic and quantitative trading strategies. They are not so populous as other hot topics like “machine learning” (5% of our database) or “alternative data” (13%), but their ranks are definitely growing. This article is a short analysis of the performance of systematic crypto strategies in 2021. We conclude that non-price predictors offered advantages over price-based only trading strategies in the previous year-to-date and 12-months periods.

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