Katula Lamperouge cryptocommonwealth.co E-mail: info@cryptocommonwealth.io Abstract: Historical drawdown statistics in magnitude, length and frequency shed light on trading decisions and portfolio risk management, particularly so in the emerging markets. …

Katula Lamperouge cryptocommonwealth.co E-mail: info@cryptocommonwealth.io Emerging markets can be volatile. The price movement in BTC on March 12, 2020 recorded a historical 42% down in a single day, the largest in the last five years. We witnessed several huge deposits into, out of and among major exchanges including Binance, OKEx…

Katula Lamperouge cryptocommonwealth.io E-mail: info@cryptocommonwealth.io Abstract: Volatility is one of the most commonly used indicators in quantitative research and portfolio construction. It offers insight on how stable the underlying is, how much risk is involved and how to combine the portfolio for optimal return on unit risk. …

Katula Lamperouge cryptocommonwealth.co E-mail: info@cryptocommonwealth.io Abstract: Factor analysis has been dominating the stock market in explanation of risk premium induced excess returns. We analyzed basic price-volume based factors including capitalization, price, liquidity, momentum, volatility and beta on cryptos among top 50 caps historically, constructed multiple factor portfolios and confirmed their…

Katula Lamperouge cryptocommonwealth.co E-mail: info@cryptocommonwealth.io Abstract: Quantitative signal research has been one of the most challenging missions in finance, for mistakes are easily made and rewards are scarce. The Pareto principle and Matthew effect of accumulated advantage applies well in the asset management industry as any other fields, if not…

— The Name Is Bond, COMM’s Bond! — Dear COMMunity, We are thrilled to announce that our first round of ICO will commence on March 1st, 2020. The token sales will be conducted at our dedicated ICO website, cryptocommonwealth.co. Since our main token COMM has been listed on IMOEX, we designed a decentralized and novel crypto derivative to…

The success of the COMM token relies heavily on the contributions from our community, particularly high-quality articles or analysis from distinguished authors and researchers. Contributors would find COMM an essential right to participate in our subscription, circulation and investment ecosystem. That’s why we are launching this program, where you would…

Introduction 1. What is an IPO? 2. What is an ICO? 3. IPO and ICO differences a) Project requirements b) Investor Requirements c) Utility (investor profit) Conclusion Introduction Investment is a serious activity, especially into early stage ventures that often desires a high tolerance of risks and shrewd judgment over projects…

Article about COMM for Public Release Dear followers, We are seeking more publicity in new press releases for the next month, and would like to invite all authors to write about the #COMM ecosystem in a short article with 400–600 words, English only. Please submit your article with your social…