The art of blade grasp: historical drawdown statistics on common cryptos

Download here:

The art of blade grasp: historical drawdown statistics on common cryptos (371 downloads)

Author: Katula Lamperouge

Keywords: crypto drawdown statistics, stability, drawdown distribution, risk management

Abstract: Historical drawdown statistics in magnitude, length and frequency shed light on trading decisions, portfolio risk assessment and management, particularly so in the emerging markets. We present in this article the historical drawdown magnitudes and frequencies of top 50 cap cryptos since mid 2013, design a stability score on the periods involved and give their rankings accordingly.

2 thoughts on “The art of blade grasp: historical drawdown statistics on common cryptos”

  1. Somebody essentially assist to make severely posts I’d state. This is the first time I frequented your web page and thus far? I amazed with the research you made to create this actual put up extraordinary. Wonderful job!

Leave a Reply

Your email address will not be published. Required fields are marked *