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The effectiveness of technical trading rules in cryptocurrency markets
We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using ...
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: an asymmetric multifractal detrended fluctuation analysis
This study examines high-frequency asymmetric multifractality, long memory, and weak-form efficiency for two major cryptocurrencies, namely, Bitcoin (BTC) and Ethereum (ETH), using the asymmetric multifractal detrended ...