Trading Cryptocurrencies Using Second Order Stochastic Dominance

This research is the first attempt to customize a trading system that is based on second order stochastic dominance (SSD) to five known cryptocurrencies’ daily data: Bitcoin, Ethereum, XRP, Binance Coin, and Cardano. Results show that our system can predict price trends of cryptocurrencies, trade th...

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Bibliographic Details
Published in:	Mathematics
Main Author:	Gil Cohen
Format:	Article
Language:	English
Published:	MDPI AG 2021-11-01
Subjects:	cryptocurrencies Bitcoin Ethereum algorithmic trading artificial intelligence
Online Access:	https://www.mdpi.com/2227-7390/9/22/2861

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