Cryptocurrency as an Investable Asset Class: Coming of Age

By Nicola Borri, Yukun Liu, Aleh Tsyvinski, Xi Wu

Published 2026-02-01

Everscope rating

1425.3

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Empirical Asset Pricing / Factor Model Analysis. Problem types: Factor Analysis / Cross-Sectional Return Prediction, Risk Management, Portfolio Optimization, Pairs Trading, Market Making, Anomaly Detection, Jump Detection, Arbitrage Analysis.

arXiv:2510.14435 · Paper rankings

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