In the cryptocurrency markets, there is a small (and growing) literature of factor analysis. In this piece, I explore the relationship of size and momentum in explaining future returns in crypto. This article is more technical so for those seeking the big picture, the TLDR should do just fine.
Size & Momentum in the Cryptocurrency Market
Size & Momentum in the Cryptocurrency Market
Size & Momentum in the Cryptocurrency Market
In the cryptocurrency markets, there is a small (and growing) literature of factor analysis. In this piece, I explore the relationship of size and momentum in explaining future returns in crypto. This article is more technical so for those seeking the big picture, the TLDR should do just fine.