Cryptocurrencies trading algorithms: A review

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 analy...

Full description

Saved in:
Bibliographic Details
Published in:Journal of forecasting 2022-12, Vol.41 (8), p.1661-1668
Main Authors: Ruiz Roque da Silva, Isabela, Junior, Eli Hadad, Balbi, Pedro Paulo
Format: Article
Language:English
Subjects:
Algorithms
bibliometric analysis
Bibliometrics
Big Data
cryptocurrencies portfolio
cryptocurrency trading
Digital currencies
Systematic review
Trading
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
ISSN:0277-6693
1099-131X
DOI:10.1002/for.2886