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Maxwell_Jones (OP)
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September 23, 2018, 07:57:26 PM
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Hi Forum Team,

I have recently co-authored an academic paper relating to the value of volume in crypto-markets.  A strategy is developed which performs quite well and has very low correlation to BTC/USD returns - check out the paper here:

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3239670

Any thoughts / comments would be welcome - I hope this fits the topic (the strategy is 100% an altcoin trading strategy with an academic touch)  Smiley

Best,

Alex
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