A Bear Market Analysis of Rebalance vs. HODL
▻https://hackernoon.com/rebalance-vs-hodl-a-bear-market-analysis-618b6df3fd9?source=rss----3a814
The purpose of this study is to determine the performance implications of rebalancing a #cryptocurrency portfolio. Specifically, the focus will be placed on the #crypto bear market which began in January 2018. In order to conduct a study that fairly evaluates returns from rebalancing a portfolio, we need to carefully think about our backtest, data, and variable inputs.Data for StudyTrading & Orderbook DataComplete order book data was collected from Bittrex exchange. Bittrex data was provided by CoinAPI. Using their rest APIs, we were able to compile the 20 best bid and ask prices available on Bittrex at each rebalance interval. Our data set ranges from January 7th, 2018 until January 24th 2019, and actual order book data was used for this study. All trades assumed the standard 0.25% (...)