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Control strategy to trade cryptocurrencies

Author

Listed:
  • Josef Koke?

    (?VUT)

Abstract

The paper deals with cryptocurrencies and trading. Main goal of this article is to introduce strategy for automated trading on cryptocurrency exchange market. For this purpose we will use algorithm based of Floyd-Warshall algorithm. Article is introductory and can this method can be developed in the future. First, a general introduction to cryptocurrencies is given from the programmer?s point of view, some statistics data and figure representing volatility of exchange. Then the article describes some basic strategies for automated trading. Also explained is the algorithm Floyd-Warshall and its modifications for automation arbitrage. An illustrative example is given and a trading algorithm is listed.

Suggested Citation

  • Josef Koke?, 2017. "Control strategy to trade cryptocurrencies," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 5(1), pages 62-69, May.
    • Handle: RePEc:sek:jijobm:v:5:y:2017:i:1:p:62-69
    as

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    References listed on IDEAS

    as
    1. Neil Gandal & Hanna Halaburda, 2014. "Competition in the Cryptocurrency Market," Staff Working Papers 14-33, Bank of Canada.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    cryptocurrency; arbitrage strategies; algorithm Floyd-Warshall;
    All these keywords.

    JEL classification:

    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
    • C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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