Common Risk Factors In Cryptocurrency

We find that three factors cryptocurrency market size and momentum capture the cross. . We find that three factorscryptocurrency market size and momentumcapture the cross. Result We find that three factors cryptocurrency market size and momentum capture the cross-sectional expected. Result Cryptocurrencies have no exposure to most common stock market and macroeconomic factors..

Two Sigma

We find that three factors cryptocurrency market size and momentum capture the cross. . We find that three factorscryptocurrency market size and momentumcapture the cross. Result We find that three factors cryptocurrency market size and momentum capture the cross-sectional expected. Result Cryptocurrencies have no exposure to most common stock market and macroeconomic factors..

Two Sigma