CONTROL STRATEGY TO TRADE CRYPTOCURRENCIES

Josef Koke? () and Michal Bej?ek ()
Additional contact information
Josef Koke?: Czech Technical University
Michal Bej?ek: Charles University

No 4407038, Proceedings of Business and Management Conferences from International Institute of Social and Economic Sciences

Abstract: The paper deals with the cryptocurrencies. First, a general introduction to crypto-currencies is given from the programmer?s point of view. It 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 G01 (search for similar items in EconPapers)
Pages: 7 pages
Date: 2016-11
New Economics Papers: this item is included in nep-cmp and nep-pay
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Published in Proceedings of the Proceedings of the 4th Business & Management Conference, Istanbul, Nov 2016, pages 101-107

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https://iises.net/proceedings/4th-business-managem ... =44&iid=011&rid=7038 First version, 2016

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Persistent link: https://EconPapers.repec.org/RePEc:sek:ibmpro:4407038

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