Jan Spörer

Frankfurt School of Finance & Management

Sonnemannstraße 9-11

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

71

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Cryptocurrencies and the Low Volatility Anomaly

Number of pages: 10 Posted: 17 Jan 2020
Tobias Burggraf and Jan Spörer
WHU - Otto Beisheim School of Management and Frankfurt School of Finance & Management
Downloads 42 (449,104)

Abstract:

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Asset pricing, Low volatility, Cryptocurrencies

2.

Backtesting of Algorithmic Cryptocurrency Trading Strategies

Number of pages: 135 Posted: 30 Jun 2020
Jan Spörer
Frankfurt School of Finance & Management
Downloads 29 (508,927)

Abstract:

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Distributed Ledger Technology, Blockchain, Cryptocurrency, Algorithmic Trading, Backtesting