Hypotheses
Bybit Korean Equity Basket Residual Reversion
Trade EWYUSDT against SAMSUNGUSDT and SKHYNIXUSDT using synchronized 1-hour Bybit perpetual bars. Adapt the economically linked three-leg residual described at https://www.fmz.com/digest-topic/10996. The local catalog…
Hypothesis
Trade EWYUSDT against SAMSUNGUSDT and SKHYNIXUSDT using synchronized 1-hour Bybit perpetual bars. Adapt the economically linked three-leg residual described at https://www.fmz.com/digest-topic/10996. The local catalog has 2,868 overlapping hourly bars from 2026-06-04 through 2026-10-01. Estimate the relationship using only prior bars; enter only when the deviation is large enough to clear costs.
Backtest and paper results are hypothetical. Trading involves risk of loss.