A Survey of Cryptocurrency Trading Research and Open Questions

Summary

This survey reviews research on cryptocurrency trading, an area shaped by assets that share some features with traditional investments while retaining distinct market behavior. It covers trading systems and platforms, trading signals and strategies, volatility and return prediction, bubble and extreme-market conditions, portfolio construction, technical trading, and risk management.

The authors synthesize 146 research papers and examine datasets, research trends, the subjects studied, and the technologies used. The survey identifies promising unanswered questions for future work. It is a map of existing research rather than a new trading method or direct test of a strategy, so its conclusions reflect the literature and coverage available to the authors; the summary does not provide specific comparative performance results or detailed recommendations.

Key ideas

• The survey organizes research across cryptocurrency trading systems, signals, strategies, and risk management.
• It reviews 146 papers spanning prediction, extreme conditions, portfolio construction, and technical trading.
• The authors analyze datasets, research trends, topics, and methods represented in the literature.
• The paper points to open opportunities but does not itself validate a trading strategy.

Tags

# Cryptocurrency Trading: A Comprehensive Survey


# Cryptocurrency Trading: A Comprehensive Survey









In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an asset is still in the process of being understood. It is therefore important to summarise existing research papers and results on cryptocurrency trading, including available trading platforms, trading signals, trading strategy research and risk management. This paper provides a comprehensive survey of cryptocurrency trading research, by covering 146 research papers on various aspects of cryptocurrency trading (e.g., cryptocurrency trading systems, bubble and extreme conditions, prediction of volatility and return, crypto-assets portfolio construction and crypto-assets, technical trading and others). This paper also analyses datasets, research trends and distribution among research objects(contents/properties) and technologies, concluding with some promising opportunities that remain open in cryptocurrency trading.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.