{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001673347,0.00006645927,0.00008656341,0.00007809816,0.0004516511,0.00003578403,0.000687613,0.00006269688,5.085133e-7],"category_scores_gemma":[0.0000514991,0.00004486087,0.00004684217,0.0004908498,0.0001096789,0.00007053557,0.000102675,0.001222,0.00000332226],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005461982,"about_ca_system_score_gemma":0.0003622934,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001380147,"about_ca_topic_score_gemma":0.0001347476,"domain_scores_codex":[0.9986768,0.00006254444,0.0001770984,0.0001364344,0.0001278487,0.0008193086],"domain_scores_gemma":[0.9993938,0.0001130288,0.0001361205,0.000300365,0.00002508127,0.00003162962],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000001567722,0.000008643326,0.001397424,0.000001172389,0.0000242759,4.776411e-7,0.0001803571,0.000001802791,0.00008849194,0.8181663,0.000163798,0.1799658],"study_design_scores_gemma":[0.0001506925,0.00009484778,0.004108435,0.00000353341,0.000007495685,0.0001287035,0.0003172154,0.00488625,0.0002082652,0.9861147,0.003919743,0.00006010513],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7721696,0.0150498,0.1961916,0.01561185,0.0002381744,0.000211872,0.000003424888,0.000252237,0.0002714807],"genre_scores_gemma":[0.979669,0.01996474,0.0002560772,0.00001201914,0.00003419671,0.00000724209,2.235982e-7,0.000003847751,0.00005264922],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2074994,"threshold_uncertainty_score":0.5309052,"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."}}