Trade Execution: To Trade or Not To Trade

  • In the hyper-volatile crypto market, our approach to daily rebalancing will benefit from volatility. Price movements will cause our algorithm to buy assets that drop in prices and sell as they soar. In fact, the buying and selling happen only when certain boundaries are crossed in order to weed out any market noise and ensure sound trade execution.
  • Careful orchestration among mathematical optimization for portfolio construction, trade automation of the investment apparatus, and human oversight will allow us to watch out for exceptional situations and ultimately lead to a better outcome.
  1. the risk and return properties of each asset,
  2. how the asset prices vary in comparison to other assets in the portfolio, and
  3. the amount of funds collected for investment (or the total requests for redemption).
  • The larger the number of trades, the greater the total gas costs.
  • The larger the trade sizes, the greater the slippage.
  • The smaller the trading volume (or liquidity) at the exchange, the greater the slippage.

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