Articles with "privacy function" as a keyword



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Profitability of technical trading rules among cryptocurrencies with privacy function

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Published in 2020 at "Finance Research Letters"

DOI: 10.1016/j.frl.2020.101495

Abstract: Abstract This paper studies simple moving average trading strategies employing daily price data on the ten most-traded cryptocurrencies that exhibit the ‘privacy function’. Investigating the 2016–2018 period, our results indicate a variable moving average strategy… read more here.

Keywords: trading rules; rules among; technical trading; trading ... See more keywords