Control strategy to trade cryptocurrencies

Josef Koke? ()
Additional contact information
Josef Koke?: ?VUT

International Journal of Business and Management, 2017, vol. 5, issue 1, 62-69

Abstract: The paper deals with cryptocurrencies and trading. Main goal of this article is to introduce strategy for automated trading on cryptocurrency exchange market. For this purpose we will use algorithm based of Floyd-Warshall algorithm. Article is introductory and can this method can be developed in the future. First, a general introduction to cryptocurrencies is given from the programmer?s point of view, some statistics data and figure representing volatility of exchange. Then the article describes some basic strategies for automated trading. Also explained is the algorithm Floyd-Warshall and its modifications for automation arbitrage. An illustrative example is given and a trading algorithm is listed.

Keywords: cryptocurrency; arbitrage strategies; algorithm Floyd-Warshall (search for similar items in EconPapers)
JEL-codes: C60 C80 G10 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://iises.net/international-journal-of-busines ... lication-detail-1410
https://iises.net/international-journal-of-busines ... tail-1410?download=5

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sek:jijobm:v:5:y:2017:i:1:p:62-69

Access Statistics for this article

International Journal of Business and Management is currently edited by Klara Cermakova, Tana Kubatova

More articles in International Journal of Business and Management from International Institute of Social and Economic Sciences
Bibliographic data for series maintained by Klara Cermakova ().