Алгоритмы в криптовалютах: как работает стратегия «Криптоинструменты» от «Финама»
Algorithms in cryptocurrency offer investors a way to manage digital assets without emotional decisions. Finam's "Crypto Instruments" strategy employs an algorithmic approach focused on systematic trading rather than market speculation.
The article explains that in crypto, algorithms fall into two main categories: 1) consensus algorithms (like Proof-of-Work and Proof-of-Stake) that secure blockchain networks, and 2) trading algorithms for automated execution.
Finam's strategy is a trend-following model designed for medium-term upward trends. It automatically trades a basket of nine major and meme cryptocurrencies (like Bitcoin, Ethereum, Dogecoin) available on its platform. The algorithm seeks to enter positions early in a trend and exit during downtrends, moving capital to conservative instruments. It does not engage in short selling.
Key features include full automation, a focus on discipline over emotion, and risk management like the 1% rule per trade. It's intended for qualified investors with a minimum entry of ~90k RUB and handles Russian tax reporting.
Historical backtesting over four years showed approximately 400% total return with a max drawdown under 20%, outperforming a simple buy-and-hold approach on the same assets. However, future returns are not guaranteed and depend on market conditions, with an estimated annual return of around 60% being a potential scenario in a bullish market.
The core principle is portfolio diversification and systematic execution. The strategy's main limitations are its inability to profit from falling markets, vulnerability to prolonged sideways markets with false signals, and its dependence on the emergence of clear upward trends. It is positioned as a high-risk portfolio component, not a source of guaranteed returns.
cryptonews.ru22 год тому
