I spent eleven months building an optimal-stopping pairs strategy on crypto. The math worked, the pipeline worked, and the edge turned out to live exactly where it cannot be harvested. On failure, fees, and what survived.
#pairs-trading
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I spent eleven months building an optimal-stopping pairs strategy on crypto. The math worked, the pipeline worked, and the edge turned out to live exactly where it cannot be harvested. On failure, fees, and what survived.
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