Portfolio Sharing | Cipher Edge LLC. Quarter Portfolios
💵 Let's start at the Q3 and Sep Portfolio conclusion:
📈 2024 ROI YTD: 92.66%
📊 Q3 ROI: 54.4%
🔔 Sharpe Ratio( Q1-Q3 ): 4.93
📝 Calmar: 13.58
📌 Edge Ratio: 43.56%
🤗 I am happy to share our Sharpe Ratio of CEYM over 4!
Now we are in the last quarter of 2024, our quantitative teams are already prepared for the upcoming trend in the crypto market, multi-strategies combined with multi-parties have a better effect on:
1. Strategies' correlation diversity
2. Party opinion (perspective) diversity
3. ETF concept on the strategies、systems and trading parties
🎯 This is quite innovative for the hedge fund elements, most traditional hedge funds have their own trading teams, such as quantitative researchers、quantitative traders...etc.
📚 We are using out-package for more and more diverse trading teams, solving the knowledge and opinion sync.
Hope Q4 2024 Cipher Edge LLC. stable and humble, keep going!
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