Volatility seasonality of Bitcoin prices

“Learning properties of Bitcoin and other cryptocurrencies and confronting them to the features of traditional markets we contribute to the world where “finance” is a synonym of “democracy”.” BigDataFinance Early Stage Reasearch Vladimir Petrov, based at Univeristy of Zürich, and Anton Golub, Co-founder and Chief Science Officer at Lykke Corp, discuss Bitcoin’s seasonal volatility in their article […]

21.06.2018 Read more

RP11: Smart Beta Investing – A Data-Driven Strategy to Exploit Systematic Risk Factors in the Financial Markets (WP4)

The capital markets expose systematic risk factors (size, value, quality, volatility, carry, momentum, term structure,  illiquidity anomalies), which can be harvested persistently.23 Definition of multi-asset investment strategies builds on rigorous backtesting over the broadest possible set of data, identifying, constructing, and measuring optimal signals for allocating investments across the different strategies, building broadly based risk […]

03.11.2016 Read more