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Evans Rozario

University of Cambridge

Trinity Ln

Cambridge, CB2 1TN

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

905

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

A Decade of Evidence of Trend Following Investing in Cryptocurrencies

Number of pages: 8 Posted: 17 Nov 2020
Evans Rozario, Samuel Holt, James West and Shaun Ng
University of Cambridge, Independent, Globe Research and Globe Research
Downloads 905 (65,250)

Abstract:

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cryptocurrency, bitcoin, momentum, momentum investing, trading rules, tactical asset allocation, commodities