Quantpedia covers an extensive range of topics, and blog posts about cryptocurrencies are no exception. Our list of crypto articles has significantly increased; therefore, we have decided to consolidate free research on this subpage. Articles containing systematic trading strategies derived from the academic research are part of our Quantpedia Premium or Pro plans.
This short article briefly examines some possible Bitcoin seasonalities related to the part of the day. The cryptocurrency markets are unique. We can trade cryptos also when traditional markets are close.
This article delves into Bitcoin’s intriguing seasonality, examining its unique patterns and their potential impact on risk reduction. The analysis explores whether these patterns are influenced by current market trends and volatility levels.
The trend-following and mean-reversion strategies are some of the most favored in quantitative finance. This study examines how Bitcoin’s price is affected by its maximal or minimal price and investigates whether there are trends and reversals.
Explore the intricate world of cryptocurrency dynamics, focusing on the market’s response to pivotal events in Bitcoin and Ethereum. Gain insights into revealing patterns and reactions within these digital currencies.
Systematic cryptocurrency trading strategies are a subset of our algorithmic and quantitative trading strategies database, and their popularity is growing.
This article explains why the NFTs might have their place in less risk-averse or even risk-hungry portfolios.
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.
Stablecoins hold their value stable against a benchmark asset, usually a currency like the USD. We examined two research papers about the potential role of stablecoins in the financial system and a related study focused on the source of their stability.
The philosophical approach of Bayesian Portfolio Theory (BPT) discusses the position and size of cryptocurrencies in traditional portfolios based on prior and changing beliefs.