Postdoctoral Associate
Contact Information
- Email Address: alessio.brini@duke.edu
- Websites:
DAREC Library Media
| DAREC
Deep reinforcement trading with predictable returns
An original research of Duke University's DAREC (Digital Asset Research & Engineering Collaborative) published on Physica A: Statistical Mechanics and its Applications
| DAREC
Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect
By analyzing a large cross-section of cryptocurrencies, we document the absence of the leverage effect in this market.
| DAREC
Crypto Dynamics During Market Downturns: Another DotCom Boom-Bust Cycle?
The article compares the present cryptocurrency phenomenon to the dotcom bubble of the late 1990s, and suggests that apparent parallels between the two may be exaggerated.
| DAREC
Bitcoin ETFs: Measuring the Performance of This New Market Niche
The first in a series of DAREC articles on Bitcoin ETFs, analyzing the problem of measuring performance of this new class of financial product and giving exposure to the world's most famous and capitalized cryptocurrency.