Betting on bitcoin: a profitable trading between directional and shielding strategies

DOI10.1007/S10203-021-00324-ZzbMath1480.91330OpenAlexW3139205611MaRDI QIDQ2064614

Paolo De Angelis, Mario Marino, Immacolata Oliva, Roberto De Marchis, Antonio Luciano Martire

Publication date: 6 January 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-021-00324-z

zbMATH Keywords

trading strategybitcoincryptocurrencieslong short-term memorycontract for difference

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• Technical trading and cryptocurrencies
• Volatility estimation for Bitcoin: a comparison of GARCH models
• Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market
• Cryptocurrency forecasting with deep learning chaotic neural networks
• Stochastic Calculus for Fractional Brownian Motion and Applications

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