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

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The art of blade grasp: historical drawdown statistics on common cryptos (83 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.

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