In recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an asset is still in the process of being understood. It is therefore important to summarise existing research papers and results on cryptocurrency trading, including available trading platforms, trading signals, trading strategy research and risk management. This paper provides a comprehensive survey of cryptocurrency trading research, by covering 146 research papers on various aspects of cryptocurrency trading (e.g., cryptocurrency trading systems, bubble and extreme condition, prediction of volatility and return, crypto-assets portfolio construction and crypto-assets, technical trading and others). This paper also analyses datasets, research trends and distribution among research objects (contents/properties) and technologies, concluding with some promising opportunities that remain open in cryptocurrency trading.

Data structure selection and tuning is laborious but can vastly improve an application's performance and memory footprint. Some data structures share a common interface and enjoy multiple implementations. We call them Darwinian Data Structures (DDS), since we can subject their implementations to survival of the fittest. We introduce artemis a multi-objective, cloud-based search-based optimisation framework that automatically finds optimal, tuned DDS modulo a test suite, then changes an application to use that DDS. artemis achieves substantial performance improvements for every project in 5 Java projects from DaCapo benchmark, 8 popular projects and 30 uniformly sampled projects from GitHub. For execution time, CPU usage, and memory consumption, artemis finds at least one solution that improves all measures for 86% (37/43) of the projects. The median improvement across the best solutions is 4.8%, 10.1%, 5.1% for runtime, memory and CPU usage.These aggregate results understate artemis's potential impact. Some of the benchmarks it improves are libraries or utility functions. Two examples are gson, a ubiquitous Java serialization framework, and xalan, Apache's XML transformation tool. artemis improves gson by 16.5%, 1% and 2.2% for memory, runtime, and CPU; artemis improves xalan's memory consumption by 23.5%. Every client of these projects will benefit from these performance improvements."Programmers waste enormous amounts of time thinking about, or worrying about, the speed of noncritical parts of their programs, and these attempts at efficiency actually have a strong negative impact when debugging and maintenance are considered. We should forget about small efficiencies, say about 97% of the time: premature optimization is the root of all evil. Yet we should not pass up our opportunities in that critical 3%. "-Donald E. Knuth [24]

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger volatility and illiquidity. This paper is inspired by the recent success of using machine learning for stock market prediction. In this work, we analyze and present the characteristics of the cryptocurrency market in a high-frequency setting. In particular, we applied a machine learning approach to predict the direction of the mid-price changes on the upcoming tick. We show that there are universal features amongst cryptocurrencies which lead to models outperforming asset-specific ones. We also show that there is little point in feeding machine learning models with long sequences of data points; predictions do not improve. Furthermore, we solve the technical challenge to design a lean predictor, which performs well on live data downloaded from crypto exchanges. A novel retraining method is defined and adopted towards this end. Finally, the trade-off between model accuracy and frequency of training is analyzed in the context of multi-label prediction. Overall, we demonstrate that promising results are possible for cryptocurrencies on live data, by achieving a consistent 78% accuracy on the prediction of the mid-price movement on live exchange rate of Bitcoins vs. US dollars.