Speaking Quant to Crypto: The Six Sources of Alpha in Crypto Assets

Written by jrodthoughts | Published 2019/12/10
Tech Story Tags: ethereum | cryptocurrency | blockchain | sources-of-alpha | michael-j-mauboussin | crypto-assets | eugene-fama | professor-mauboussin

TLDR The Six Sources of Alpha in Crypto Assets are the six sources of alpha in capital markets. The idea of Alpha is associated with the principle of generating excess returns that outperform that average market indices. This is partially done to the fact that most financial markets are reasonably efficient and there are indices that accurately reflect the performance of an asset class. Another way to think about Alpha is about exploiting inefficiencies in an often efficient market. In my opinion, there are two new sources of Alpha that are relevant to the current product Alpha factor in the current crypto market: Protocol Alpha.via the TL;DR App

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Written by jrodthoughts | Chief Scientist, Managing Partner at Invector Labs. CTO at IntoTheBlock. Angel Investor, Writer, Boa
Published by HackerNoon on 2019/12/10