Profitable trading strategy uncovered for Bitcoin and Ethereum options market!
The article explores different ways to predict how prices of cryptocurrencies like Bitcoin and Ethereum will change. The researchers found that a model called GARCH is good at forecasting volatility in these cryptocurrencies. They also discovered that a simple trading strategy based on this forecast can make money by exploiting pricing differences in cryptocurrency options. This means that there are opportunities to profit from trading cryptocurrency options using this strategy.