#量化 #量化交易 #量化策略

Attention Economy
Since last year, exchanges have been crazily listing new contracts.
By now, the number of contracts has even exceeded that of spot varieties, reaching over 500.
However, human attention is limited.
In hundreds of contracts, we often only pay real attention to a dozen popular coins.
In December of last year, most people can't even remember the names of those meme contracts that were all the rage on-chain, let alone track their trends.
A meme that does not continuously attract attention is essentially a shitcoin, and its price should tend towards zero.
What can truly attract the market's attention in the long term are usually cryptocurrencies like BTC, ETH, SOL, and so on.
Based on this phenomenon, we can try a class of relatively simple quantitative strategies:
Continuously invest in highly watched cryptocurrencies, such as those that are entering the ETF.
At the same time, short those coins that lack popularity, are overvalued, and have weak fundamentals.
This strategy is difficult to be directly written as a specific factor model.
But its logic aligns with human behavior patterns and conforms to the laws of the market.
In regular quantitative strategies, we can also adopt a similar approach:
For example, when going long, choose to go long on a fixed amount of coins, and when going short, choose a percentage of the entire market's coin quantity, thereby discreetly capturing the alpha of attention.