Cryptocurrency trading: a comprehensive survey

Financial Innovation

Carmine Ventre¹  Fan Fang²  Michail Basios³  David Martinez-Rego³  Leslie Kanthan³  Fan Wu³  Lingbo Li³ 

[1] D epartment of Informatics, Faculty of Natural, Mathematical & Engineering Science, King’s College London, WC2R 2LS, Strand, London, UK;D epartment of Informatics, Faculty of Natural, Mathematical & Engineering Science, King’s College London, WC2R 2LS, Strand, London, UK;Turing Intelligence, Technology Limited, London, UK;Turing Intelligence, Technology Limited, London, UK;

关键词: Trading;    Cryptocurrency;    Machine learning;    Econometrics;   

DOI  :  10.1186/s40854-021-00321-6

来源: Springer

【 摘 要 】

In recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an asset is still in 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 146 research papers on various aspects of cryptocurrency trading (e.g., 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.

【 授权许可】

CC BY