In two recent studies, I investigated the technical trading rules in the cryptocurrency market and profitability of technical trading rules among cryptocurrencies with a privacy function.
In our first study, we collected daily price data on eleven cryptocurrencies for the period Jan. 1, 2016 to Dec. 31, 2018. Our sample consisted of cryptocurrencies exhibiting the highest market capitalization as at Jan. 3, 2016. Our main sample comprised Ripple (XRP), Litecoin (LTC), Ether (ETH), Dogecoin (DOGE), Peercoin, BitShares, Stellar Lumen (XLM), Nxt, MaidSafeCoin and Namecoin.