2020/03/25 by Fan Fang, Carmine Ventre, Fang, Fan +11 · 5 citations
Computer Science · Economics, Econometrics and Finance · #Blockchain Technology Applications and Security #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Markets and Investment Strategies #Trading and Market Microstructure (q-fin.TR) #q-fin.CP #q-fin.TR
paper · pdf · doi:10.48550/arxiv.2003.11352
openalex publication_date 2020/03/25 · arxiv created 2022/01/28 · arxiv updated 2022/01/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.