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Originally shared on Hacker News

Bitcoin derivatives arbitrage model

A model for arbitrage trading of Bitcoin derivatives, built on the econometric studies of Thorp and Kassouf (pre-Black-Scholes), using a low-frequency strategy.

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  1. Bitcoin derivatives arbitrage model

    A model for arbitrage trading of Bitcoin derivatives, built on the econometric studies of Thorp and Kassouf (pre-Black-Scholes), using a low-frequency strategy.

    Posted by @dcvr · Original comment ↗

    “A model based on the econometric studies of Thorp and Kassouf (pre-Black-Scholes) for Bitcoin derivatives arbitrage using a low-frequency strategy.”