Control strategy to trade cryptocurrencies

Kokeš, Josef

CONTROL STRATEGY TO TRADE CRYPTOCURRENCIES

JOSEF KOKEŠ

Abstract:

The paper deals with cryptocurrencies and trading. Main goal of this article is to introduce strategy for automated trading on cryptocurrency exchange market. For this purpose we will use algorithm based of Floyd-Warshall algorithm. Article is introductory and can this method can be developed in the future. First, a general introduction to cryptocurrencies is given from the programmer’s point of view, some statistics data and figure representing volatility of exchange. Then the article describes some basic strategies for automated trading. Also explained is the algorithm Floyd-Warshall and its modifications for automation arbitrage. An illustrative example is given and a trading algorithm is listed.

Keywords:
cryptocurrency; arbitrage strategies; algorithm Floyd-Warshall

DOI: 10.20472/BM.2017.5.1.005

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APA citation:
JOSEF KOKEŠ (2017). Control strategy to trade cryptocurrencies. International Journal of Business and Management, Vol. V(1), pp. 62-69. , DOI: 10.20472/BM.2017.5.1.005