Thursday Dec 26, 2024

Cryptocurrency Market Efficiency and Triangular Arbitrage

This research paper examines the efficiency of cryptocurrency markets by analyzing the presence and exploitability of triangular arbitrage opportunities on the Binance exchange, using high-frequency data for Bitcoin, Litecoin, and the U.S. dollar. 

Paper: //www.sciencedirect.com/science/article/pii/S154461232401537X

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