Research Articles

A collection of academic research geared towards quant-based traders to help optimize your algorithmic trading system.

Quant Strategies in the Cryptocurrency Space

This article from Factor Research discusses several traditional quantitative investment strategies applied to seven popular cryptocurrencies—Bitcoin, Ethereum, Ripple, Litecoin, Dash, NEM and Monero, which were selected because they each have…

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Machine Learning for Trading

The purpose of this paper is to discover whether it is possible to train a machine-learning algorithm to behave as a risk-adverse investor by using a dynamic model involving transaction…

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