Economics, Econometrics and Finance
a year ago

Dual Momentum Outperforms Pairs Trading in Cryptocurrency Profits

Comparison of Trading Strategies: Dual Momentum vs Pairs Trading
Japjeet Singh, Ruppa K. Thulasiram, A. Thavaneswaran, Alex Paseka

Paper Summary

The article compares two trading strategies, dual momentum and pairs trading, using Bitcoin and Ethereum. Dual momentum, which focuses on past performance, outperformed pairs trading in terms of profitability. Dual momentum strategy is better for making money with cryptocurrencies than pairs trading.

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