Search Results for author: Paz Grimberg

Found 1 papers, 0 papers with code

Empirical Analysis of Indirect Internal Conversions in Cryptocurrency Exchanges

no code implementations27 Feb 2020 Paz Grimberg, Tobias Lauinger, Damon McCoy

In this paper, we build a set of methodologies to characterize and empirically measure different algorithmic trading strategies in Binance, a large centralized cryptocurrency exchange, using a complete data set of historical trades.

Algorithmic Trading

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