Cryptocurrencies trading algorithms: A review

【Author】 Ruiz Roque da Silva, Isabela; Junior, Eli Hadad; Balbi, Pedro Paulo

【Source】JOURNAL OF FORECASTING

【影响因子】2.627

【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.

【Keywords】bibliometric analysis; cryptocurrencies portfolio; cryptocurrency trading; systematic review

【发表时间】

【收录时间】2022-07-25

【文献类型】综述

【主题类别】

区块链技术-核心技术-加密算法