How to make more profit from Crypto - smart crypto bots tuning with Optuna
The 5x improvement in Sharpe ratio (0.27 → 1.39) while maintaining similar drawdown - interested how to do it?
TL;DR: In June Alex trained 20+ people to build 24/7 crypto bots with great feedback. Meanwhile, I spent that time probing different crypto strategies and trying various optimisations for our bots. Here I summarise what works and show how a unimodality-first workflow plus purged walk-forward with Optuna can significantly improve our risk-adjusted returns