From 15da5146081034eff212379ee530a80339368bde Mon Sep 17 00:00:00 2001 From: Mikko Ohtamaa Date: Thu, 14 Mar 2024 12:18:16 +0100 Subject: [PATCH] Add Cryptocurrencies: Stylized Facts and Risk Based Momentum Investing --- source/learn/papers.rst | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/source/learn/papers.rst b/source/learn/papers.rst index f451893..8ef33a4 100644 --- a/source/learn/papers.rst +++ b/source/learn/papers.rst @@ -141,4 +141,11 @@ and human wisdom are complementary in generating accurate forecasts and mitigati errors, portraying a future of “Man + Machine” (instead of human displacement) in financial analyses, and likely other high-skill professions. -`Read the paper `__. \ No newline at end of file +`Read the paper `__. + +Cryptocurrencies: Stylized Facts and Risk Based Momentum Investing +------------------------------------------------------------------ + +The motivation of this research is in two folds, to understand the distributional characteristics of cryptocurrencies by means of stylized facts, and also to assess the feasibility of risk based and trend following approaches to investing in this asset class. Cryptocurrencies are more of a recent phenomenon, unlike the traditional asset classes. This poses an explicit constraint on the availability of longer history and also reliability of investment performance. Acknowledging such constraint, I focus my analysis based on the few years of data that is available. + +`Read the paper `__.