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Systematic cryptocurrency trading strategies are a subset of our algorithmic and quantitative trading strategies database, and their popularity is growing.
Our article summarizes a few research papers connected to the pump and dump schemes in cryptocurrencies.
This article argues why Bitcoin is not a good store of value during the economic and financial crisis.
A research paper shows that Metcalfe’s Law can model Bitcoin’s price behavior because its characteristic is very similar to Facebook. Their value depends on the number of active users – network size.
In theory, the distribution of leading digits in numerical data should follow Benford’s law; any significant deviations usually signal fraud, and in the history of Bitcoin prices, was detected several of them.
The passive holding of Bitcoin does not provide any coupon or dividend. Still, the possible approach is to look at Bitcoin as an asset class and find the risk-free rate in the regulated derivatives market (CME).
Fake trading in crypto raises the future trading volume, exchange’s web popularity, and estimated trading commissions over one-to-three months horizons. Still, the strategy of inflating trading volume has its long-term costs.
Covered Interest Rate Parity (CIP) deviations were significant in the past, but the launch of BTC/USD futures in CME and high-frequency traders’ market entry changed it all.
This article reviews a test of more than 20 stock return anomalies on daily cryptocurrency data and documents strong evidence of price momentum.
The study investigates bubbles and crashes in bitcoin by analyzing fundamental and technical indicators’ coincidence (and absence).
A new research study analyzes simple calendar effects as intra-day, time-of-day, day-of-week, and month-of-year effects for Bitcoin returns and trading volume.
A short research paper shows interesting crypto’s characteristic – finding indicates that the crypto market exhibits persistence and that its degree changes over time.
After examining price overreactions in some cryptocurrencies, several parametric and non-parametric tests confirm the presence of price patterns after overreactions.
The cryptocurrency market’s day of the week effect uses various statistical techniques and a trading simulation approach. Trading simulation analysis shows exploitable profit opportunities as evidence against the efficiency of the cryptocurrency market.
The efficiency and price formation study of bitcoin and other cryptocurrency markets shows significant arbitrage opportunities in bitcoin prices across exchanges, also proves arbitrage opportunities are much more extensive across the same region.
Research shows that Bitcoin does not reflect any distinctive properties of Gold other than the asymmetric response invariance.
The study examines the interaction between the largest cryptocurrency, Bitcoin, other major cryptocurrencies, and the main stable coin – Tether.
This blog shows how bitcoin exchange reserves are negatively related to contemporary and future bitcoin returns. Thus, the transfer of bitcoin on exchanges implies increased price pressure and vice versa.