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A High-Frequency Algorithmic Trading Strategy for Cryptocurrency
16 references·5 citing·50 second hop
A High-Frequency Algorithmic Trading Strategy for Cryptocurrency (2018)A High-Frequency Algorithmic Trading Stra…Predicting the Price of Bitcoin Using Machine Learning (2018)Predicting the Price of Bitco…An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)An Empirical Study on Modelin…High-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…Positioning and Presenting Design Science Research for Maximum Impact1 (2013)Positioning and Presenting De…Managerial Miscalibration* (2013)Managerial Miscalibration*Limited Investor Attention and Stock Market Misreactions to Accounting Information (2010)Limited Investor Attention an…Design Research in Information Systems (2010)Design Research in Informatio…High-frequency trading in a limit order book (2008)High-frequency trading in a l…The Nature of Theory in Information Systems1 (2006)The Nature of Theory in Infor…Investor attention, overconfidence and category learning (2006)Investor attention, overconfi…Design Science in Information Systems Research1 (2004)Design Science in Information…Breadth of ownership and stock returns (2002)Breadth of ownership and stoc…Financial time series prediction using least squares support vector machines within the evidence framework (2001)Financial time series predict…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …New Concepts in Technical Trading Systems (1978)New Concepts in Technical Tra…Algorithmic trust and regulation: Governance, ethics, legal, and social implications blueprint for Indonesia's central banking (2025)Algorithmic trust and regulat…Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies (2024)Mean Absolute Directional Los…LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index (2022)LSTM in Algorithmic Investmen…Knowledge Discovery on Cryptocurrency Exchange Rate Prediction Using Machine Learning Pipelines (2022)Knowledge Discovery on Crypto…Cryptocurrency Trading: A Comprehensive Survey (2020)Cryptocurrency Trading: A Com…Social Theory and Social Structure (1958)Building theories from case study research (2009)Toward Meaningful Engagement: A Framework for Design and Research of Gamified Information Systems1 (2017)Design Science Research Contributions: Finding a Balance between Artifact and Theory (2018)HTMT2–an improved criterion for assessing discriminant validity in structural equation modeling (2021)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. 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References

  • 2004Design Science in Information Systems Research110,671 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 2006The Nature of Theory in Information Systems13,303 cited
  • 2013Positioning and Presenting Design Science Research for Maximum Impact13,052 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2010Design Research in Information Systems1,383 cited
  • 2002Breadth of ownership and stock returns1,175 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 2013Managerial Miscalibration*779 cited
  • 2018Predicting the Price of Bitcoin Using Machine Learning690 cited
  • 2010Limited Investor Attention and Stock Market Misreactions to Accounting Information531 cited
  • 2001Financial time series prediction using least squares support vector machines within the evidence framework499 cited
  • 2008High-frequency trading in a limit order book496 cited
  • 1978New Concepts in Technical Trading Systems461 cited
  • 2017An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information

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458 cited

Cited by

  • 2022LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index36 cited
  • 2022Knowledge Discovery on Cryptocurrency Exchange Rate Prediction Using Machine Learning Pipelines34 cited
  • 2020Cryptocurrency Trading: A Comprehensive Survey30 cited
  • 2024Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies27 cited
  • 2025Algorithmic trust and regulation: Governance, ethics, legal, and social implications blueprint for Indonesia's central banking15 cited