Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets

By Qi Deng, Zhong-guo Zhou

Published 2024-03-20

Everscope rating

1283.7

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Liquidity-adjusted autoregressive modeling. Problem types: Time Series Forecasting, Portfolio Optimization.

arXiv:2404.07222 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.