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...

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Autor principal: Gil Cohen
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/e586907eb2074ef2b61ba82b679c1c5d
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