Paradoxes in Crypto Quant Models: The Retraining Dilemma

In a recent article published in CoinDesk, I outlined some of the key challenges of quant strategies for crypto assets. Creating predictive models and quant strategies for crypto assets is a fascinating challenges and one that present very novel difficulties compared to traditional capital markets. As we have been building more machine learning(ML)-based predictive models at IntoTheBlock, we have encountered several hurtles that fall outside traditional machine learning and quant methodologies. One of those challenges is what I referred to in the article as the "retraining dilemma". ML-based predictive models for financial assets such as cryptocurrencies are fundamentally based in supervised learning methods.