HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect

By Weikang Zhang, Alison Watts

Published 2025-11-19

Everscope rating

1401.1

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Monte Carlo Simulation and Bayesian Multi-Horizon Local Projection. Problem types: Risk Management, Time Series Forecasting, Portfolio Optimization, Causal Inference, Density Estimation, Multi-task Learning.

arXiv:2512.02029 · Paper rankings

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