Technical trading and cryptocurrencies

DOI10.1007/S10479-019-03357-1zbMATH Open1465.62174OpenAlexW2970972678WikidataQ127306588 ScholiaQ127306588MaRDI QIDQ829142FDOQ829142

Authors Robert Hudson, Andrew Urquhart 

Publication date 5 May 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-019-03357-1

zbMATH Keywords

technical analysismarket efficiencycryptocurrenciesBitcoindata-snooping

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Recommendations

• Herding and feedback trading in cryptocurrency markets
• Applying technical trading rules to beat long-term investing: evidence from Asian markets
• Identification of technical analysis patterns with smoothing splines for bitcoin prices
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Cites work

• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• A Reality Check for Data Snooping
• Model-based pairs trading in the bitcoin markets
• Optimal vs naïve diversification in cryptocurrencies
• Portfolio management with cryptocurrencies: the role of estimation risk
• Price clustering in bitcoin
• Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
• The Stationary Bootstrap
• The control of the false discovery rate in multiple testing under dependency.

Cited in

(13)

• On stablecoin price processes and arbitrage
• Herding and feedback trading in cryptocurrency markets
• Prediction of cryptocurrency returns using machine learning
• Financial modelling, risk management of energy instruments and the role of cryptocurrencies
• Momentum trading in cryptocurrencies: short-term returns and diversification benefits
• Forecasting high-frequency stock returns: a comparison of alternative methods
• A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization
• Identification of technical analysis patterns with smoothing splines for bitcoin prices
• Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?
• Betting on bitcoin: a profitable trading between directional and shielding strategies
• How is price explosivity triggered in the cryptocurrency markets?
• Optimal bitcoin trading with inverse futures
• Price predictability at ultra-high frequency: entropy-based randomness test

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