[Code Repository] The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Murad Farzulla
DOI: 10.5281/zenodo.18203134
Cited by: 0

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.

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
9 January 2026