[Code Repository] The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets
Abstract
Real-time cryptocurrency market agent-based model fusing social sentiment analysis with order-book microstructure dynamics. Simulates trader behavior, sentiment propagation, and liquidity effects.
Fields of Study & Subjects
Financial Markets and Investment Strategies
FinTech
Crowdfunding
Digital Finance
Complex Systems and Time Series Analysis
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 9 January 2026