Cover Image

Bitcoin ETF: Opportunities and risk

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Wu, Di
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches
by: Chinazzo, Cristina, et al.
Published: (2024)

Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
by: Sornette, Didier, et al.
Published: (2024)

Volatility-based strategy on Chinese equity index ETF options
by: Yifeng, Peng
Published: (2024)

Efficient Triangular Arbitrage Detection via Graph Neural Networks
by: Zhang, Di
Published: (2025)

Can market volumes reveal traders' rationality and a new risk premium?
by: Mariani, Francesca, et al.
Published: (2024)

The leverage effect and other stylized facts displayed by Bitcoin returns
by: Filho, F. N. M. de Sousa, et al.
Published: (2020)

Deviations from Tradition: Stylized Facts in the Era of DeFi
by: Di Nosse, Daniele Maria, et al.
Published: (2025)

MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
by: Chen, Yang, et al.
Published: (2025)

Nash Equilibrium between Brokers and Traders
by: Cartea, Álvaro, et al.
Published: (2024)

Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)

Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
by: Macrì, Andrea, et al.
Published: (2024)

LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by: Kashif, Kamil, et al.
Published: (2024)

Deep reinforcement learning with positional context for intraday trading
by: Goluža, Sven, et al.
Published: (2024)

Stochastic Gradient Descent in the Optimal Control of Execution Costs
by: Kolev, Simeon
Published: (2024)

An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
by: Suchato, Jirat, et al.
Published: (2024)

Competitive equilibria in trading
by: Chriss, Neil A.
Published: (2024)

Optimal position-building strategies in competition
by: Chriss, Neil A.
Published: (2024)

Multiblock MEV opportunities & protections in dynamic AMMs
by: Willetts, Matthew, et al.
Published: (2024)

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)

High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
by: Bhatia, Sid, et al.
Published: (2024)

Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing
by: Willetts, Matthew, et al.
Published: (2024)

Forecasting High Frequency Order Flow Imbalance
by: Anantha, Aditya Nittur, et al.
Published: (2024)

Quantifying Price Improvement in Order Flow Auctions
by: Bachu, Brad, et al.
Published: (2024)

A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes
by: Bodor, Hamza, et al.
Published: (2024)

DEX Specs: A Mean Field Approach to DeFi Currency Exchanges
by: Bayraktar, Erhan, et al.
Published: (2024)

Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
by: Glattfelder, James B., et al.
Published: (2024)

Productivity of Short Term Assets as a Signal of Future Stock Performance
by: Vohra, Veer, et al.
Published: (2024)

What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
by: Zhu, Brian Z., et al.
Published: (2024)

Concentrated Superelliptical Market Maker
by: Tolstikov, Vasily
Published: (2024)

Auto-Regressive Control of Execution Costs
by: Kolev, Simeon
Published: (2024)

Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
by: Bergault, Philippe, et al.
Published: (2024)

Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains
by: Moallemi, Ciamac C., et al.
Published: (2024)

Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Service
by: Onishchuk, Evgenii, et al.
Published: (2024)

MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
by: Wheeler, Aaron, et al.
Published: (2024)

Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
by: Xu, Ziyi, et al.
Published: (2024)

Layer 2 be or Layer not 2 be: Scaling on Uniswap v3
by: Adams, Austin
Published: (2024)

Automated Market Making and Decentralized Finance
by: Monga, Marcello
Published: (2024)

Leveraging IS and TC: Optimal order execution subject to reference strategies
by: Cheng, Xue, et al.
Published: (2024)

The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by: Zhou, Cong
Published: (2024)

Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
by: Ragel, Vincent, et al.
Published: (2024)