As we have mentioned in our previous post, we are an official partner of the FTX exchange. Today we will describe the trading system we are using on the FTX at present time.
Highly diversified hedged portfolio with auto-rebalancing
Launched on June 24, 2021.
It is a combination of counter-trend strategies with an element of trend as a hedging component. Our bot system automatically creates more than 30 sub-accounts within an investor’s account and distributes the deposit among these subaccounts. Then the combination of more than 60 strategies is used to trade perpetual futures pairs, with an automatic rebalancing of sub-accounts.
- the system is widely diversified in terms of risks and volatility of crypto-assets due to a large variety of trading pairs and isolation of margin within sub-accounts;
- extensive coverage for all market conditions - tuned for low, medium, and high market volatility, taking into account abnormal movements on 03/13/2020 and 05/19/2021;
- based on our proprietary developments, as well as a scientific approach to portfolio management according to the Markowitz model;
- automatic rebalancing of sub-accounts per the portfolio management model;
- hedging trend component, which compensates for a possible drawdown of the countertrend at moments of extreme volatility + capture of long trend movements;
- The leverage of the entire balance is usually below 1X, but never exceeds 2X;
The current maximum drawdown is 3%
Maximum calculated drawdown up to 30%; strategies aim to increase the USD.
- decrease in activity and profitability during periods of low volatility of crypto markets, mainly in the summertime.
Plans for the Future
- Adding the variety of new strategies;
- Adding a medium-term investment component in spot pairs.
Link to preview the performance of the portfolio https://mytrades.link/portfolio/c177023b-df95-4120-b2bd-03e1a49174fa?step=day
At the moment, the AIVIA platform has plans to integrate with the FTX exchange. We are very much looking forward to it!
Conclusions about the use of the trading system
Taking into consideration the psychological comfort of the investor, the result on FTX is more attractive than on PHOENIX BitMEX, which will be discussed in the next post. The main reason is the constant steady growth of the deposit without significant drawdowns. FTX enables the performance of our system to its fullest potential due to the availability of many trading pairs with ample liquidity and a subaccount system. More than 60 strategies are deployed simultaneously on more than 30 subaccounts for each user.