SSRNCrypto & DeFi
Statistical Arbitrage within Crypto Markets using PCA
The study investigates the effectiveness of principal component analysis in cryptocurrency trading, suggesting potential for improvement.
Featured in No. 99 on 30 May 2025 · · 0 citations today
- Released
- 1 Mar 2025
- First featured
- No. 99 · 30 May 2025
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5263475
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).