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blockchain-subteam-spring2022

Abstract

Our model is based of a paper titled “Cryptocurrency Alpha Models via Intraday Technical Trading” by two Stanford professors. Many times in the crypto market when individuals want to exit their position they exchange for another crypto position rather than using a off ramp to fiat currency. Often time during times of great market volatility people exit into stable coins making the price sometimes exceed $1. In this presentation we will present our results of a pairs trading strategy as well a lagged linear regression trading strategy.