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Cryptocurrency Market Efficiency and Triangular Arbitrage

18 min · 26. dec. 2024
episode Cryptocurrency Market Efficiency and Triangular Arbitrage cover

Description

This research paper examines the efficiency of cryptocurrency markets by analyzing the presence and exploitability of triangular arbitrage opportunities on the Binance exchange, using high-frequency data for Bitcoin, Litecoin, and the U.S. dollar.  Paper: https://www.sciencedirect.com/science/article/pii/S154461232401537X

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