Search Results for author: Evans Rozario

Found 1 papers, 1 papers with code

A Decade of Evidence of Trend Following Investing in Cryptocurrencies

1 code implementation25 Sep 2020 Evans Rozario, Samuel Holt, James West, Shaun Ng

Cryptocurrency markets have many of the characteristics of 20th century commodities markets, making them an attractive candidate for trend following strategies.

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