Research

Abstract Optimizing parameters from our previous strategy improved the simulated return and drawdown Adding trading fees made the strategy more realistic while finding optimal sentiment combinations and window sizes increased simulated return Further improvements to…

Abstract Tether's sentiment shows forward correlations with Tether market cap and price Sentiment could be manipulated and/or exploited by insiders for creating arbitrage opportunities with Tether (USDT) If Tether market cap matters to Bitcoin, Tether…

Abstract A daily long/short strategy based on Augmento sentiments and backtested on Bitmex XBTUSD generated a positive return between 2017 and 2019 The signal which generated positive returns in a stable manner over the test…

Abstract FOMO sentiment towards Bitcoin (BTC) recently reached all-time highs on Twitter and Bitcointalk but not on Reddit FOMO sentiment on Bitcointalk showed extraordinary price leading characteristics in recent months for Bitcoin (BTC) Recent discussions…

Abstract Sentiment of crypto social media lead and accompanied the hyperbolic price run in 2017 Crypto sentiments are likely to have not been calm enough to repeat a 2017 scenario In two recent cases, emotionality…

Abstract We show that building synthetic indicators based on opposing sentiments can have predictive capabilities in cryptocurrency markets  We create indicators based on three pairs of opposing sentiments: Positive/Negative, Bullish/Bearish & Good news/Bad news Resulting…

Abstract Based on 29 months worth of data we analyzed on which weekdays Twitter users express more positive or negative sentiments regarding Bitcoin  Simplistic seasonality analysis of sentiment in Bitcoin markets looks promising but can…