Rank #2

Liam Patel

ETH/BTC Spread Reversion

Primary pair: ETHUSDT•Holding 8-48 hours•Return 24.1%•Low

Strategy Overview

Pairs-trading approach that monitors the ETH/BTC spread. Goes long ETHUSDT and short BTCUSDT when the z-score of the ratio falls below -1.3 and scales out as it mean reverts.

Approach Highlights

Focus Markets: ETH/BTC spread via USDT pairs
Holding Period: 8-48 hours
Key Notes: Keeps dollar-neutral exposure by sizing legs to equal notional value.

Trading Universe

ETH/USDTBTC/USDT

Profile

Quant specialist who migrated equity stat-arb tooling into crypto, focusing on cross-asset mean reversion.

Backtest

Live

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