Alessio Brini

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.