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Coventry
Posts: 2 since May 2018
Thanks Given: 0
Thanks Received: 4
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Hi Team,
I have recently co-authored an academic paper which covers the value of volume in cryptocurrency markets.
Findings suggest highly profitable trading strategies can be developed which use volume shocks and past returns to form portfolios which are re-balanced daily.
Find the paper here -> papers.ssrn.com/sol3/papers.cfm?abstract_id=3239670
I would appreciate any feedback or helpful comments. It is currently a working paper so any helpful comments can be incorporated. Thanks for your time.
Best,
Alex
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