Cryptocurrency As Money: A Trading Strategy Solution
“Results from an ongoing experiment suggest that the proposed trading strategy is appealing for about 40% of cryptocurrency investors, as the struggle against volatility problem is accompanied by significant financial gains.”
AssetCryptospot crypto
StrategyPairs trading
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodPairs trading and statistical arbitrage by year
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