Predicting Crypto-asset Returns with Past Returns-Volume
September 27, 2018 - Currency Trading, Technical Trading
Do crypto-asset trading volumes usefully predict returns? In the August 2018 draft of their paper entitled “Trading Volume in Cryptocurrency Markets”, Daniele Bianchi and Alexander Dickerson investigate the power of crypto-asset trading volumes to predict future returns. They calculate volumes and returns based on either 12-hour or 24-hour intervals. They process these inputs as follows: To detect… Keep Reading