SSRNCrypto & DeFi
Crypto Market Making
The paper introduces automated market-making algorithms for cryptocurrency perpetual contracts, showing the Bar Portion alpha signal's superiority over a baseline MACD signal in live trading.
Featured in No. 80 on 1 Jan 2025 · 12 days after release
- Released
- 20 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7,767
- Identifier
- SSRN 5066176
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).