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...

Full description

Saved in:
Bibliographic Details
Main Author: Gil Cohen
Format: article
Language:EN
Published: MDPI AG 2021
Subjects:
Online Access:https://doaj.org/article/e586907eb2074ef2b61ba82b679c1c5d
Tags: Add Tag
No Tags, Be the first to tag this record!