An Important Note about our Bitcoin futures devlopment process

An Important Note about our Bitcoin futures devlopment  process

Our Bitcoin Strategy Creation Process

We consider Bitcoin a very important new market. Trading Bitcoin as a cryptocurrency has its own share of problems.

We like that Bitcoin futures (BTC) are a regulated market on the Chicago Mercantile Exchange.

Since that history starts December 17, 2017 and we wanted a BTC strategy, we were faced with the complications which arise with such a short history. One of the main reasons we chose 60 minute bars for these strategies was that it would give us a larger data sample. Even with that, walk-forward analysis was limited. Of course, we did as much WFA as we could. And,we always build strategies with a two year lag more or less. 

We built the first group of strategies on data ending 12-31-2018. We walked those forward and were very pleased with their out-of-sample robustness. In the name of thoroughness and faced with a very limited WFA capability, we also did similar tests with optimizations that ended in 2019 and June 2020.

You can see that the out-of-sample results of each of those three optimizations were all robust and impressive. We were struck by this robustness. Given the opportunities provided by this market we decided to offer these to the trading public.

These strategies are robust. Whereas, there is never a guarantee that even the most robust strategies will continue to produce alpha, we can guarantee that we have exercised the highest possible standards in their design, creation and testing.

We can also guarantee that we will watch over these strategies.