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Cryptocurrencies

NameSharpe RatioPeriod of Rebalancing
⭐
Cryptomarket Discounts
4.2
Daily
⭐
The Cross-Section of Cryptocurrency Returns
4.1
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
2.7
Daily
⭐
Cryptoasset Factor Models
0.8
Weekly
⭐
Behavioral Anomalies in Cryptocurrency Markets
0.8
Weekly
⭐
Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia
0.75
Monthly
💡
Momentum Effects in the Cryptocurrency Market after One-Day Abnormal Returns
Intraday
💡
Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage
Daily
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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
AI & Systematic Trading

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