5 citations · 5 across the 3 of their papers we have counts for
3 papers
Stylized facts in Web3
Wei-Ru Chen, A. Christian Silva, Shen-Ning Tung
This paper presents a comprehensive statistical analysis of the Web3 ecosystem, comparing various Web3 tokens with traditional financial assets across multiple time scales. We exam…
Detailed study of a moving average trading rule
Fernando F. Ferreira, A. Christian Silva, Ju-Yi Yen
We present a detailed study of the performance of a trading rule that uses moving average of past returns to predict future returns on stock indexes. Our main goal is to link perfo…
Information ratio analysis of momentum strategies
Fernando F. Ferreira, A. Christian Silva, Ju-Yi Yen
In the past 20 years, momentum or trend following strategies have become an established part of the investor toolbox. We introduce a new way of analyzing momentum strategies by loo…