Name	Sharpe Ratio	Period of Rebalancing
⭐ The Cross-Section of Cryptocurrency Returns	4.21	Daily
⭐ Cryptomarket Discounts	4.21	Daily
⭐ ‘Know When to Hodl ’Em, Know When to Fodl ’Em’: An Investigation of Factor Based Investing in the Cryptocurrency Space	2.9	Weekly
⭐ Trading volume and liquidity provision in cryptocurrency markets	2.62	Daily
⭐ Behavioral Anomalies in Cryptocurrency Markets	0.78	Weekly
⭐ Cryptoasset Factor Models	0.78	Weekly
⭐ Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia	0.77	Monthly
💡 Momentum Effects in the Cryptocurrency Market after One-Day Abnormal Returns		Intraday
💡 Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage		Daily
💡 Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals		Daily
💡 Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns		Weekly
💡 Technical Analysis and Cryptocurrencies		Daily