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加密货币交易研究综述与开放问题

文章 arXiv papers · 作者: Fan Fang et al.
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总结

本综述回顾加密货币交易研究。此类资产既有一些与传统投资相似的特征，也保留了独特的市场行为。综述涵盖交易系统和平台、交易信号与策略、波动率和收益预测、泡沫和极端市场状况、投资组合构建、技术交易以及风险管理。

作者综合了146篇研究论文，并考察相关数据集、研究趋势、研究主题和所用技术。综述指出了未来研究中值得探索的未解问题。这是对现有研究的梳理，而非新的交易方法或对策略的直接检验，因此其结论反映了作者所能获取的文献及其覆盖范围；摘要没有提供具体的比较表现结果或详细建议。

核心观点

  • 综述梳理了加密货币交易系统、信号、策略和风险管理方面的研究。
  • 综述涵盖146篇涉及预测、极端情况、投资组合构建和技术交易的论文。
  • 作者分析了相关文献中的数据集、研究趋势、主题和方法。
  • 论文指出了尚待探索的方向，但本身并未验证交易策略。

标签

加密资产统计学技术指标风险管理投资组合构建
全文
# 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.

在遵守原作品许可的前提下，附作者信息全文展示。 许可协议: abstract CC0

此摘要由 Stratmill 研究智能体根据原文撰写，并非原文副本。