Pairs trading in cryptocurrency market: A long-short story

Pairs trading in cryptocurrency market: A long-short story

Pairs trading that is built on ’Relative-Value Arbitrage Rule’ is a popular short-term speculation strategy enabling traders to make profits from temporary mispricing of close substitutes. This paper aims at investigating the profit potentials of pairs trading in a new finance area – on cryptocurren...

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Bibliographic Details
Main Author:	Saji Thazhungal Govindan Nair
Format:	Article
Language:	English
Published:	LLC "CPC "Business Perspectives" 2021-08-01
Series:	Investment Management & Financial Innovations
Subjects:	cointegration cryptocurrency long-short strategy market efficiency pairs trading simulations
Online Access:	https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15401/IMFI_2021_03_Govindan.pdf

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