Questions tagged [cryptocurrency]
The cryptocurrency tag has no usage guidance.
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Timeseries for the number of coins in circulation for all coins trading on Binance
Does anyone know where I can get a timeseries (daily frequency) for the last couple of years of the number of coins in circulation for each instrument that trades on Binance please? I've looked around ...
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Maximum market volatility
I program trading algorithms that create profits from unpredictable market fluctuations. I am looking for markets with the most extreme fluctuations and I need them to fluctuate up and down in a zig-...
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Market making with transaction fee literature
In the past 2 months, I have read number of literature on market making; however, all of it has not considered transaction fee. Therefore, when implemented, those strategies are all loss-making after ...
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Filtering options for IV surface and construction for cryptocurrencies
I'm new to quant finance and currently working on my first project.I'm trying to construct the Implied volatility surface for cryptocurrencies from deribit ( as options from deribit are the most ...
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59 views
Is Fungibility Dynamic or Static
I'm trying to work out if fungibility of financial assets / instruments is dynamic (i.e. it can be applied to a subset of the asset or instrument's properties) or is it static (i.e. it can only be ...
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55 views
What aspects of fundamental, technical, and market factors apply to a cryptocurrency like Bitcoin?
The price of a stock is driven by fundamental factors, technical factors, and market sentiment. If we were to list this combination of drivers it might look like this:
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pricing crypto quanto swap and perpetual
https://www.bitmex.com/app/contract/ETHUSD
https://www.bitmex.com/app/contract/ETHUSDM21
How do you apply stochastic quanto pricing formulas to quanto crypto futures and perpetuals? I can see couple ...
