Cover Image

Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Yu, Haoyang, Sun, Yutong, Liu, Yulin, Zhang, Luyao
Format:	Preprint
Published:	2023
Subjects:	Computational Engineering, Finance, and Science Cryptography and Security General Economics Economics Computational Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)

When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization
by: Falezza, Alessandro
Published: (2026)

Ponzi Funds
by: van der Beck, Philippe, et al.
Published: (2024)

The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
by: Xu, Ziyi, et al.
Published: (2023)

Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
by: Nechepurenko, Maksym
Published: (2026)

The Value of Information: A Puzzle
by: Kadan, Ohad, et al.
Published: (2026)

The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
by: Capponi, Agostino, et al.
Published: (2026)

Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning
by: Lillo, Fabrizio, et al.
Published: (2024)

ForesightFlow: An Information Leakage Score Framework for Prediction Markets
by: Nechepurenko, Maksym
Published: (2026)

On the hidden costs of passive investing
by: Tasitsiomi, Iro
Published: (2025)

SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
by: Rahman, Nahid, et al.
Published: (2025)

A Formal Approach to AMM Fee Mechanisms with Lean 4
by: Dessalvi, Marco, et al.
Published: (2026)

Why do financial prices exhibit Brownian motion despite predictable order flow?
by: Sato, Yuki, et al.
Published: (2025)

Dynamic Pricing for Real Estate
by: Razumovskiy, Lev, et al.
Published: (2024)

Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
by: Razumovskiy, Lev, et al.
Published: (2024)

Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by: Kikuchi, Tatsuru
Published: (2026)

Optimal Fees for Liquidity Provision in Automated Market Makers
by: Campbell, Steven, et al.
Published: (2025)

Can AI Detect Wash Trading? Evidence from NFTs
by: Falk, Brett Hemenway, et al.
Published: (2023)

Trading with the Devil: Risk and Return in Foundation Model Strategies
by: Zhang, Jinrui
Published: (2025)

Explainable Patterns in Cryptocurrency Microstructure
by: Bieganowski, Bartosz, et al.
Published: (2026)

Flexible Information Acquisition in the Kyle Model
by: Viswanathan, S., et al.
Published: (2026)

BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
by: Aparicio, Valentina, et al.
Published: (2024)

Debiasing LLMs by Fine-tuning
by: Gao, Zhenyu, et al.
Published: (2026)

Mathematical Model of International Trade and Global Economy
by: Gonchar, N. S., et al.
Published: (2021)

Wealth or Stealth? The Camouflage Effect in Insider Trading
by: Ma, Jin, et al.
Published: (2025)

Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
by: Bysik, Andrei, et al.
Published: (2026)

Information Leakages in the Green Bond Market
by: Shannon, Darren, et al.
Published: (2025)

A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
by: Nechepurenko, Maksym
Published: (2026)

Heterogeneous Beliefs Model of Stock Market Predictability
by: Park, Jiho
Published: (2024)

Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
by: Nechepurenko, Maksym
Published: (2026)

"Centralized or Decentralized?": Concerns and Value Judgments of Stakeholders in the Non-Fungible Tokens (NFTs) Market
by: Xiao, Yunpeng, et al.
Published: (2023)

First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
by: Sikorski, Michał
Published: (2025)

High-Frequency Options Trading | With Portfolio Optimization
by: Bhatia, Sid
Published: (2024)

Trading Graph Neural Network
by: Wu, Xian
Published: (2025)

Detecting and Triaging Spoofing using Temporal Convolutional Networks
by: Kularatnam, Kaushalya, et al.
Published: (2024)

No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
by: Jain, Konark, et al.
Published: (2024)

What Happens When Institutional Liquidity Enters Prediction Markets: Identification, Measurement, and a Synthetic Proof of Concept
by: Dalen, Shaw
Published: (2026)

Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)

Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
by: Na, Andrew, et al.
Published: (2023)

Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
by: Liu, Haojie, et al.
Published: (2025)