For the most part of my career, I have worked as a Market Risk Quantitative Analyst for investment banks, dealing with financial derivatives. As such, backtesting is nothing new to me, although the world of cryptocurrency is, and I am spending some time navigating the infrastructure and the universe of cryptocurrencies.
If I understood the role / product offering correctly, the role seems to be focused on the strategy around replication of long/short leveraged position in cryptocurrencies through the derivative market, potentially with periodic rebalancing of the replicating portfolio. (Apologies if I misunderstood). This, in itself, do...
Member since March 2022