---
title: Factor-Based Cryptocurrency Investing
url: https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-9-p-1351-d-1385677/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jmathe:v:12:y:2024:i:9:p:1351-:d:1385677
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F9%2F1351%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A9%3Ap%3A1351-%3Ad%3A1385677
featured: 2024-05-08
citations: unknown
topic: Crypto & DeFi
---


# Factor-Based Cryptocurrency Investing

The study applies factor investing strategies to the cryptocurrency market, introducing a weekly rebalancing method and using the Newey–West standard error approach to tackle the market's high volatility and continuous trading.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F9%2F1351%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A9%3Ap%3A1351-%3Ad%3A1385677
- Identifier: RePEc:gam:jmathe:v:12:y:2024:i:9:p:1351-:d:1385677
- Released: 2024-05-08
- First featured: Quant Letter No. 48 (2024-05-08): https://www.ml-quant.com/issues/2024-05-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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