{"id":"W4390299825","doi":"10.2139/ssrn.4666425","title":"The Risk and Return of Cryptocurrency Carry Trade","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Blockchain Technology Applications and Security","field":"Computer Science","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Manitoba; University of Lethbridge; University of Guelph","funders":"","keywords":"Cryptocurrency; Carry (investment); Business; Risk–return spectrum; Economics; Actuarial science; Computer science; Finance; Computer security","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004239575,0.0004915862,0.0008750795,0.001721832,0.0006383836,0.004899453,0.0009683523,0.003796778,0.007207593],"category_scores_gemma":[0.0326556,0.0005743891,0.0006977833,0.001244703,0.002551307,0.0074189,0.001420095,0.003263053,0.0008841897],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002254924,"about_ca_system_score_gemma":0.001015451,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001341062,"about_ca_topic_score_gemma":0.001154327,"domain_scores_codex":[0.9983861,0.0004152181,0.00009116714,0.0002598363,0.0005234759,0.0003241648],"domain_scores_gemma":[0.9790604,0.01244953,0.004337686,0.001653436,0.001437917,0.001061063],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002301859,0.0003375885,0.0396156,0.0002280796,0.0002643957,0.001587019,0.0006180423,0.2085692,0.006068231,0.6967192,0.004635593,0.03905527],"study_design_scores_gemma":[0.00009449921,0.0005470225,0.0191724,0.00009377973,0.0001917199,0.001118213,0.0005837865,0.3187063,0.002843667,0.6531478,0.003339912,0.0001608114],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9292958,0.002176941,0.03271277,0.004192578,0.0001526888,0.00004601461,0.0005920659,0.0002791216,0.03055201],"genre_scores_gemma":[0.9942821,0.0003332144,0.0004323408,0.00004470763,0.00006165387,0.000005810293,0.00005257838,0.00001535994,0.004772246],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007207593,"threshold_uncertainty_score":0.02411181,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.005672661060576444,"score_gpt":0.2256347428449909,"score_spread":0.2199620817844144,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}