Trading Cryptocurrencies Using Second Order Stochastic Dominance

This research is the first attempt to customize a trading system that is based on second order stochastic dominance (SSD) to five known cryptocurrencies’ daily data: Bitcoin, Ethereum, XRP, Binance Coin, and Cardano. Results show that our system can predict price trends of cryptocurrencies, trade th...

Description complète

Enregistré dans:
Détails bibliographiques
Auteur principal: Gil Cohen
Format: article
Langue:EN
Publié: MDPI AG 2021
Sujets:
Accès en ligne:https://doaj.org/article/e586907eb2074ef2b61ba82b679c1c5d
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!