Cryptocurrency Market Efficiency and Triangular Arbitrage

26/12/2024 18 min Episodio 7
Cryptocurrency Market Efficiency and Triangular Arbitrage

Listen "Cryptocurrency Market Efficiency and Triangular Arbitrage"

Episode Synopsis

This research paper examines the efficiency of cryptocurrency markets by analyzing the presence and exploitability of triangular arbitrage opportunities on the Binance exchange, using high-frequency data for Bitcoin, Litecoin, and the U.S. dollar. 
Paper: https://www.sciencedirect.com/science/article/pii/S154461232401537X

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