EconPapers    
Economics at your fingertips  
 

Cryptocurrency Trading: A Comprehensive Survey

Fan Fang, Carmine Ventre, Michail Basios, Hoiliong Kong, Leslie Kanthan, Lingbo Li, David Martinez-Regoband and Fan Wu

Papers from arXiv.org

Abstract: In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Even though they share some commonalities with more traditional assets, they have a separate nature of its own and their behaviour as an asset is still under the process of being understood. It is therefore important to summarise existing research papers and results on cryptocurrency trading, including available trading platforms, trading signals, trading strategy research and risk management. This paper provides a comprehensive survey of cryptocurrency trading research, by covering 126 research papers on various aspects of cryptocurrency trading (eg., cryptocurrency trading systems, bubble and extreme condition, prediction of volatility and return, crypto-assets portfolio construction and crypto-assets, technical trading and others). This paper also analyses datasets, research trends and distribution among research objects (contents/properties) and technologies, concluding with some promising opportunities that remain open in cryptocurrency trading.

Date: 2020-03, Revised 2021-01
New Economics Papers: this item is included in nep-pay and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link)
http://arxiv.org/pdf/2003.11352 Latest version (application/pdf)

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:arx:papers:2003.11352

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().

 
Page updated 2021-01-08
Handle: RePEc:arx:papers:2003.11352