Resta, Marina; Pagnottoni, Paolo; De Giuli, Maria Elena - In: Risks 8 (2020) 2, pp. 1-15
In this paper we aimed to examine the profitability of technical trading rules in the Bitcoin market by using trend-following and mean-reverting strategies. We applied our strategies on the Bitcoin price series sampled both at 5-min intervals and on a daily basis, during the period 1 January...