Cryptocurrencies trading algorithms: A review

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dc.contributor.authorRuiz Roque da Silva I.
dc.contributor.authorJunior E.H.
dc.contributor.authorBalbi P.P.
dc.date.accessioned2024-03-12T19:13:14Z
dc.date.available2024-03-12T19:13:14Z
dc.date.issued2022
dc.description.abstract© 2022 John Wiley & Sons Ltd.This study conducts a bibliometric analysis and systematic review of cryptocurrency trading algorithms to identify existing gaps in the area. From our standpoint, this is the first study to carry out a deep analysis of price forecasts and portfolio management in cryptocurrencies in addition to analyzing the most relevant studies and authors, trend topics of the area, and identifying countries with the most published studies. During our research, we identified some gaps that can be used for further research. Currently, there are approximately 16,000 cryptocurrencies; however, in majority of the papers, the authors have only used the top 10 ranking market capitalization cryptocurrencies, leaving aside potential minor cryptocurrencies. Thus, trading strategies using Big Data can be a potential research topic, considering the greater number of emerging cryptocurrencies.
dc.description.firstpage1661
dc.description.issuenumber8
dc.description.lastpage1668
dc.description.volume41
dc.identifier.doi10.1002/for.2886
dc.identifier.issn0277-6693
dc.identifier.urihttps://dspace.mackenzie.br/handle/10899/34272
dc.relation.ispartofJournal of Forecasting
dc.rightsAcesso Restrito
dc.subject.otherlanguagebibliometric analysis
dc.subject.otherlanguagecryptocurrencies portfolio
dc.subject.otherlanguagecryptocurrency trading
dc.subject.otherlanguagesystematic review
dc.titleCryptocurrencies trading algorithms: A review
dc.typeArtigo
local.scopus.citations5
local.scopus.eid2-s2.0-85134387583
local.scopus.subjectBibliometrics analysis
local.scopus.subjectCryptocurrency portfolio
local.scopus.subjectCryptocurrency trading
local.scopus.subjectMarket capitalization
local.scopus.subjectPortfolio managements
local.scopus.subjectPotential researches
local.scopus.subjectPrice forecasts
local.scopus.subjectPrice portfolio
local.scopus.subjectSystematic Review
local.scopus.subjectTrading strategies
local.scopus.updated2024-12-01
local.scopus.urlhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85134387583&origin=inward
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