Questions tagged [cryptocurrency]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
0answers
38 views

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 ...
0
votes
0answers
41 views

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-...
0
votes
0answers
54 views

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 ...
1
vote
0answers
38 views

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 ...
0
votes
1answer
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 ...
0
votes
0answers
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: ...
0
votes
0answers
79 views

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 ...