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Article

Сравнение эффективности статистического арбитража на фондовом рынке и рынке криптовалют

Володин С. Н., Спиридонов М. В.

Over the past few years, the crypto-currency market has been developing rapidly. Large investments in this industry were accompanied by a lot of speculation from private investors. If we talk about the traditional stock market, then in today's trading you could observe quite a lot of trading strategies. They are divided into both the holding time of the position and the way the signal is determined to open the position. A special place is occupied by statistical arbitrage. In this article, we will consider the possibility of applying statistical arbitrage in the market of crypto-currencies, and comparing its effectiveness with the use in traditional exchanges, or rather - in the US stock market.