James West

Globe Research

http://globedx.com

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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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 611 (68,737)

Abstract:

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

2.

Deep Learning for Digital Asset Limit Order Books

Number of pages: 9 Posted: 20 Nov 2020
Rakshit Jha, Mattijs De Paepe, Samuel Holt, James West and Shaun Ng
University of Cambridge, University of Cambridge, Independent, Globe Research and Globe Research
Downloads 580 (73,332)

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Cryptocurrency, Bitcoin, CNN, Order-book, Market Making, Direction, Prediction, TCN, Temporal Convolutional Network

3.

Fear and Volatility in Digital Assets

Number of pages: 9 Posted: 04 Jan 2021
Faizaan Pervaiz, Christopher Goh, Ashley Pennington, Samuel Holt, James West and Shaun Ng
University of Cambridge, University of Cambridge, Trinity College, University of Cambridge, Independent, Globe Research and Globe Research
Downloads 365 (127,209)

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Cryptocurrency, Bitcoin, VIX, Volatility Prediction, Trading Rules, Tactical Asset Allocation, Sentiment, Alternative Data