Search Results for author: Wade Kimbrough

Found 1 papers, 0 papers with code

Periodicity in Cryptocurrency Volatility and Liquidity

no code implementations24 Sep 2021 Peter Reinhard Hansen, Chan Kim, Wade Kimbrough

We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2).

Algorithmic Trading

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