This new year will no doubt bring reflection on our past year of outcomes and results as crypto traders. This is as an opportunity to create fresh goals to both improve and excel during the new trading year ahead in 2022.

Cryptocurrencies have experienced broad market acceptance and fast development despite their recent conception.

CRYPTO CURRENCY MARKET

Many hedge funds and asset managers have begun to include cryptocurrency-related assets into their portfolios and trading strategies. The academic community has similarly spent considerable efforts in researching cryptocurrency trading. This paper seeks to provide a comprehensive survey of the research on cryptocurrency trading, by which we mean any study aimed at facilitating and building strategies to trade cryptocurrencies. As an emerging market and research direction, cryptocurrencies and cryptocurrency trading have seen considerable progress and a notable upturn in interest and activity (Farell 2015). From Fig. 1, we observe over 85% of papers have appeared since 2018, demonstrating the emergence of cryptocurrency trading as a new research area in financial trading. 

The literature is organised according to six distinct aspects of cryptocurrency trading:

  • Cryptocurrency trading software systems (i.e., real-time trading systems, turtle trading systems, arbitrage trading systems);

  • Systematic trading including technical analysis, pairs trading and other systematic trading methods;

  • Emergent trading technologies including econometric methods, machine learning technology and other emergent trading methods;

  • Portfolio and cryptocurrency assets including research among cryptocurrency co-movements and crypto-asset portfolio research;

  • Market condition research including bubbles (Flood et al. 1986) or crash analysis and extreme conditions;

  • Other Miscellaneous cryptocurrency trading research.

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