{"id":"https://openalex.org/W4404977180","doi":"https://doi.org/10.1007/978-3-031-68974-1_16","title":"Profiting Off the\u00a0High Correlation of\u00a0Cryptocurrency Pairs Using Statistical Arbitrage","display_name":"Profiting Off the\u00a0High Correlation of\u00a0Cryptocurrency Pairs Using Statistical Arbitrage","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4404977180","doi":"https://doi.org/10.1007/978-3-031-68974-1_16"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-031-68974-1_16","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-68974-1_16","pdf_url":null,"source":{"id":"https://openalex.org/S4210196675","display_name":"Lecture notes in operations research","issn_l":"2731-040X","issn":["2731-040X","2731-0418"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Operations Research","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Maxwell Dann","orcid":null},"institutions":[{"id":"https://openalex.org/I75381157","display_name":"Wilfrid Laurier University","ror":"https://ror.org/00fn7gb05","country_code":"CA","type":"education","lineage":["https://openalex.org/I75381157"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Maxwell Dann","raw_affiliation_strings":["Wilfrid Laurier University, Waterloo, Canada"],"affiliations":[{"raw_affiliation_string":"Wilfrid Laurier University, Waterloo, Canada","institution_ids":["https://openalex.org/I75381157"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069151859","display_name":"Ilias Kotsireas","orcid":"https://orcid.org/0000-0003-2126-8383"},"institutions":[{"id":"https://openalex.org/I75381157","display_name":"Wilfrid Laurier University","ror":"https://ror.org/00fn7gb05","country_code":"CA","type":"education","lineage":["https://openalex.org/I75381157"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Ilias Kotsireas","raw_affiliation_strings":["Wilfrid Laurier University, Waterloo, Canada"],"affiliations":[{"raw_affiliation_string":"Wilfrid Laurier University, Waterloo, Canada","institution_ids":["https://openalex.org/I75381157"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I75381157"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.72889806,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"327","last_page":"335"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9889000058174133,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9889000058174133,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9843999743461609,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9768000245094299,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.8695960640907288},{"id":"https://openalex.org/keywords/statistical-arbitrage","display_name":"Statistical arbitrage","score":0.6531740427017212},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5485301613807678},{"id":"https://openalex.org/keywords/correlation","display_name":"Correlation","score":0.47376444935798645},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3935011029243469},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3808480203151703},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.37821686267852783},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3552118241786957},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.32773178815841675},{"id":"https://openalex.org/keywords/risk-arbitrage","display_name":"Risk arbitrage","score":0.1531577706336975},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.12397003173828125},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.08569332957267761},{"id":"https://openalex.org/keywords/arbitrage-pricing-theory","display_name":"Arbitrage pricing theory","score":0.060516417026519775}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.8695960640907288},{"id":"https://openalex.org/C167416602","wikidata":"https://www.wikidata.org/wiki/Q2859660","display_name":"Statistical arbitrage","level":5,"score":0.6531740427017212},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5485301613807678},{"id":"https://openalex.org/C117220453","wikidata":"https://www.wikidata.org/wiki/Q5172842","display_name":"Correlation","level":2,"score":0.47376444935798645},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3935011029243469},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3808480203151703},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.37821686267852783},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3552118241786957},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32773178815841675},{"id":"https://openalex.org/C42854785","wikidata":"https://www.wikidata.org/wiki/Q2154735","display_name":"Risk arbitrage","level":4,"score":0.1531577706336975},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.12397003173828125},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.08569332957267761},{"id":"https://openalex.org/C142450864","wikidata":"https://www.wikidata.org/wiki/Q629941","display_name":"Arbitrage pricing theory","level":3,"score":0.060516417026519775},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-031-68974-1_16","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-68974-1_16","pdf_url":null,"source":{"id":"https://openalex.org/S4210196675","display_name":"Lecture notes in operations research","issn_l":"2731-040X","issn":["2731-040X","2731-0418"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Operations Research","raw_type":"book-chapter"},{"id":"pmh:oai:RePEc:spr:lnopch:978-3-031-68974-1_16","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"book"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W2110603299","https://openalex.org/W2121224351","https://openalex.org/W2140534726","https://openalex.org/W2153562738","https://openalex.org/W2809373714","https://openalex.org/W2912536153","https://openalex.org/W3162569273"],"related_works":["https://openalex.org/W4366411693","https://openalex.org/W2897898444","https://openalex.org/W2386799696","https://openalex.org/W2367456378","https://openalex.org/W2910929700","https://openalex.org/W173270679","https://openalex.org/W3123924726","https://openalex.org/W2971700305","https://openalex.org/W2076610659","https://openalex.org/W1510820065"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-04-21T08:09:41.155169","created_date":"2025-10-10T00:00:00"}
