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QFRG and Labyrinth HF project meeting on WNE UW, 18th of September, 2018


QFRG and Labyrinth HF project would like to invite market practitioners, academics, and students to the research seminar “Why you should NOT invest in BTC mining? … and other cryptocurrency issues so far not explained”, where we will present results of our recent project.

The meeting will take place on Tuesday, 18th of September 2018, at 5 pm in room B of the Faculty of Economic Sciences, University of Warsaw, Dluga 44/50. Everyone interested is warmly invited!

The seminar will be divided into four parts:

  1. 5:00 pm – 5:40 pm
    Results of our last study: Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions.
    A short clip presenting results of our research is available here.
    You can also download detailed presentation, and full text of the report.
  2. 5:45 pm – 6:10 pm
    Presentation about Labyrinth HF – a VC project aspiring to establish algorithmic hedge fund,
  3. 6:20 pm – 6:50 pm
    Results of the paper: Momentum and Contrarian Effects on Cryptocurrency Markets,
    Presentation will be available under the following link soon.
  4. 6:50 pm – 7:10 pm
    The out-of-sample results of momentum and contrarian strategies from the end of October, 2017 until mid September, 2018.
    Presentation will be available under the following link soon.