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    • Profitability of technical trading rules among cryptocurrencies with privacy function 

      Ahmed, Shaker; Grobys, Klaus; Sapkota, Niranjan (Elsevier, 18.03.2020)
      article
      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 ...

    • Technical trading rules in the cryptocurrency market 

      Grobys, Klaus; Ahmed, Shaker; Sapkota, Niranjan (Elsevier, 01.01.2020)
      article
      This paper studies simple moving average trading strategies employing daily price data on the eleven most-traded cryptocurrencies in the 2016–2018 period. Our results indicate a variable moving average strategy is successful ...