Thanks for posting a permanent link. A good overview of the field, and many insights are not crypto-specific. Best sentence in the OP: > To be profitable, our

Thanks for posting a permanent link. A good overview of the field, and many insights are not crypto-specific. Best sentence in the OP: > To be profitable, our trades must be good enough to offset all trading costs. This is advised is even ignored in many academic studies that would otherwise no longer be attractive.