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q-fin.ST2024
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…
q-fin.ST2019★ 5 cited
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…