Market practice
Measured facts about trading in practice, from regulators, exchanges and academic studies.
7 notes
Announcement Days Carry the Premium, and the Jump
Trading and Arbitrage Across Crypto Exchanges: Large Gaps That Persist
The Cross-Section of Intraday and Overnight Returns: Night and Day
Crypto Carry: Funding on Perpetuals as a Risk Premium That Reverses
Why Technical Levels Sometimes Work: the Orders Are Actually There
Day Trading for a Living? What Happens to Those Who Persist
Seasonality in Cryptocurrencies: Weak, Unstable, and Easy to Data-Mine