Blar i Institutt for industriell økonomi og teknologiledelse på forfatter "Wendel, Ole"
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Algorithmic Trading of Bitcoin Utilizing Momentum Effects
Tufte-Johnsen, Stig Markus; Helgheim, Martin Hestenes; Wendel, Ole (Master thesis, 2018)In this thesis we seek to utilize time series momentum to design a profitable trading strategy in the highly trending and volatile Bitcoin market. this study is interesting to both financial academics and traders alike as ...