Proceedings of the 4th Business & Management Conference, Istanbul

CONTROL STRATEGY TO TRADE CRYPTOCURRENCIES

JOSEF KOKEŠ, MICHAL BEJČEK

Abstract:

The paper deals with the cryptocurrencies. First, a general introduction to crypto-currencies is given from the programmer’s point of view. It 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/BMC.2016.004.011

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