Quant strategies respond differently in volatility: trend-following may lag reversals, while arbitrage benefits from dislocations. Firms constantly backtest and adjust parameters to stay adaptive.
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Asia’s 24/7 crypto activity and retail appetite contrast with U.S.-led institutional flows. Regional divergence in volume and sentiment can drive decoupled price action across time zones.
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Tech progress (e.g., L2 scaling) tends to support medium-term price appreciation but may be overhyped in short term.
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