Bitcoin is a digital currency traded on different exchanges for different prices; this feature implies important issues about arbitrage opportunities. In this paper we investigate whether strong or weak form of arbitrage strategies are indeed possible by trading across different Bitcoin Exchanges. Our investigation, both theoretically and practically, gives as a result that arbitrage is indeed possible.

Bistarelli, S., Cretarola, A., Figà-Talamanca, G., Mercanti, I., Patacca, M. (2019). Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). In Economics of Grids, Clouds, Systems, and Services (pp. 243-251). Springer, Cham [10.1007/978-3-030-13342-9_21].

Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper)

Patacca, Marco
2019-01-01

Abstract

Bitcoin is a digital currency traded on different exchanges for different prices; this feature implies important issues about arbitrage opportunities. In this paper we investigate whether strong or weak form of arbitrage strategies are indeed possible by trading across different Bitcoin Exchanges. Our investigation, both theoretically and practically, gives as a result that arbitrage is indeed possible.
2019
Settore SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE
English
Rilevanza internazionale
Capitolo o saggio
Bitcoin
Application
Arbitrage
Bistarelli, S., Cretarola, A., Figà-Talamanca, G., Mercanti, I., Patacca, M. (2019). Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). In Economics of Grids, Clouds, Systems, and Services (pp. 243-251). Springer, Cham [10.1007/978-3-030-13342-9_21].
Bistarelli, S; Cretarola, A; Figà-Talamanca, G; Mercanti, I; Patacca, M
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/309519
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