Shaun Ng

Globe Research

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

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 1,161 (45,864)

Abstract:

2.

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 903 (65,250)

Abstract:

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 431 (167,954)

Abstract:

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