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Cryptocurrencies trading algorithms: A review

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  • Isabela Ruiz Roque da Silva
  • Eli Hadad Junior
  • Pedro Paulo Balbi

Abstract

This study conducts a bibliometric analysis and systematic review of cryptocurrency trading algorithms to identify existing gaps in the area. From our standpoint, this is the first study to carry out a deep analysis of price forecasts and portfolio management in cryptocurrencies in addition to analyzing the most relevant studies and authors, trend topics of the area, and identifying countries with the most published studies. During our research, we identified some gaps that can be used for further research. Currently, there are approximately 16,000 cryptocurrencies; however, in majority of the papers, the authors have only used the top 10 ranking market capitalization cryptocurrencies, leaving aside potential minor cryptocurrencies. Thus, trading strategies using Big Data can be a potential research topic, considering the greater number of emerging cryptocurrencies.

Suggested Citation

  • Isabela Ruiz Roque da Silva & Eli Hadad Junior & Pedro Paulo Balbi, 2022. "Cryptocurrencies trading algorithms: A review," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1661-1668, December.
    • Handle: RePEc:wly:jforec:v:41:y:2022:i:8:p:1661-1668
    DOI: 10.1002/for.2886
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    References listed on IDEAS

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