Profitability of technical trading rules among cryptocurrencies with privacy function

Shaker Ahmed, Klaus Grobys and Niranjan Sapkota

Finance Research Letters, 2020, vol. 35, issue C

Abstract: This paper studies simple moving average trading strategies employing daily price data on the ten most-traded cryptocurrencies that exhibit the ‘privacy function’. Investigating the 2016–2018 period, our results indicate a variable moving average strategy is successful only

Keywords: Technical analysis; Cryptocurrency; Bitcoin; Financial technology; FinTech (search for similar items in EconPapers)
JEL-codes: G01 G21 G30 G32 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320300829

DOI: 10.1016/j.frl.2020.101495

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