Questions tagged [cryptocurrency]

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How does the cryptocurrency market rely on USD Tether?

The core of my question comes down to wondering what happens in the following scenario: Consider a situation where it turns out that USDT (Tether) is actually not backed by any assets, which would ...
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39 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 ...
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1answer
60 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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Can grid strategy make profit on a random walk?

I've seen this thread, but it's a little too advanced for me. I haven't studied finance, just recently had some experience with grid strategy bots on cryptocurrency exchanges (in future markets), and ...
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61 views

What is the convenience yield of Bitcoin?

Question What is the convenience yield of the cryptocurrency? Back-up Explanations According to the 4-page long research paper, Crypto carry, the widely varying funding rates of perpetual futures (...
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39 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 ...
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44 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-...
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60 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 ...
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56 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 ...
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60 views

Binance future executed volume is too low compare to % increase in price [closed]

It might not be directly related to quant, but if anyone could help, I would be very appreciated. I closed a ETHUSDT long position with leverage 1x. It gives below result. Executed:2013.65 USDT ...