You could move to cyprus and do the algo trading within a LTD with 12.5% tax. Althought crypto regulation isn't a thing here (trading private would be up to 35% income tax), once your LTD got banking, it's a very good setup.
Regarding exit-tax please check this article - from my understanding, it might not apply:
Verschärfung der Wegzugsbesteuerung im ATAD-Umsetzungsgesetz
If you would bring crypto assets with you, be aware income tax up to 35% applies if you sell them, regardless of holding period, because capital gains tax does not apply to crypto in cyprus.
Banking would be easier in Zug with a local company I guess, but taxes and cost of living are higher.