Price Impact for Different Market Models in Cryptocurrency Trading

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dc.contributor.authorTulupov, Matvii
dc.date.accessioned2025-04-03T07:09:15Z
dc.date.available2025-04-03T07:09:15Z
dc.date.issued2024
dc.description.abstractPrice impact in cryptocurrency trading plays a crucial role in understanding market dynamics and liquidity. The study presents a detailed mathematical analysis of price impact across three different market models: constant sum, constant product, and order book. Each model provides a unique perspective on how asset prices are influenced by trade execution, market depth, and available liquidity. By examining these models, the analysis highlights the relationship between trade volume and price changes, offering important insights into how large transactions affect the stability and behavior of prices in various liquidity environments. The results are relevant for traders and investors aiming to optimize their strategies in volatile markets, as well as for regulators seeking to mitigate the systemic risks posed by large-scale trades in the cryptocurrency space.
dc.format.pagerangeP. 50-61
dc.identifier.citationTulupov, M. Price Impact for Different Market Models in Cryptocurrency Trading / Matvii Tulupov // Theoretical and Applied Cybersecurity: scientific journal. – 2024. – Vol. 6, No. 1. – P. 50-61. – Bibliogr.: 20 ref.
dc.identifier.doihttps://doi.org/10.20535/tacs.2664-29132024.1.311513
dc.identifier.urihttps://ela.kpi.ua/handle/123456789/73222
dc.language.isoen
dc.publisherIgor Sikorsky Kyiv Polytechnic Institute
dc.publisher.placeKyiv
dc.relation.ispartofTheoretical and Applied Cybersecurity: scientific journal, Vol. 6, No. 1
dc.subjectprice impact
dc.subjectconstant product
dc.subjectconstant sum
dc.subjectorder book
dc.subject.udc004.7
dc.titlePrice Impact for Different Market Models in Cryptocurrency Trading
dc.typeArticle

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Theoretical and Applied Cybersecurity: scientific journal, Vol. 6, No. 1