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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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2021-08-01
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| Series: | Investment Management & Financial Innovations |
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| Online Access: | https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15401/IMFI_2021_03_Govindan.pdf |