Momentum in crypto
12 papers on momentum in crypto as a systematic trading strategy. Momentum papers on bitcoin and other digital assets: 12 of the 289 in momentum and trend following. 6 name a method, most often linear factor models (5). The most cited is Cryptocurrency Return Predictability: A Machine-Learning Analysis (2021).
Papers122019–2026
Share of the family4 %12 of 289
| cited by | method | ||
|---|---|---|---|
| Cryptocurrency Return Predictability: A Machine-Learning Analysis by Filippou et al. | 5 | 2021 | |
| On the (Almost) Stochastic Dominance of Cryptocurrency Factor Portfolios & Implications for Cryptocurrency Asset Pricing by Han et al. | 1 | Linear factor models | 2021 |
| A Forecast Model For Crypto Currencies by Chen and Chen | 0 | Linear factor models | 2026 |
| Artificial Intelligence and Multi-Indicator Confluence Frameworks for Cryptocurrency Trading Signal Optimisation: Evidence from Major Digital Assets by Kaodui et al. | 0 | Tree ensembles | 2026 |
| Cross-Sectional Return Prediction in Cryptocurrency Markets Using Variational Latent Factor Models by Boyer | 0 | Linear factor models | 2026 |
| On-Chain Factors and Cryptocurrency Asset Pricing: Evidence from Ethereum-Based Tokens by Byun et al. | 0 | 2026 | |
| Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets by Bui and Nguyen | 0 | 2026 | |
| Trend-following Strategies for Crypto Investors by Le and Ruthbah | 0 | 2024 | |
| Cryptocurrency momentum: Is it an illusion? by Grobys and Shahzad | 0 | 2023 | |
| Intraday Return Predictability in the Cryptocurrency Markets: Momentum, Reversal, or Both by Wen et al. | 0 | 2022 | |
| Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets | Linear factor models | 2020 | |
| Common Risk Factors in Cryptocurrency by Liu et al. | Linear factor models | 2019 |
Papers on momentum in crypto from other families
3 papers| filed under | ||
|---|---|---|
| Machine Learning-Driven Long/Short Pair Trading Strategies in Cryptocurrencies by Gabriel et al. | Pairs trading and statistical arbitrage | 2026 |
| Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies by Chen | Portfolio optimization | 2026 |
| " Crypto Value, Factor Pricing, and Market Segmentation " by Cong et al. | Value investing | 2021 |