Wicaksono, Okky Nugroho (2023) Aplikasi Game Theory Pada Trading Cryptocurrency (Studi Kasus: Ether)Faktor. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Cryptocurrency atau mata uang kripto yang beberapa tahun terakhir sangat booming menjadi perbincangan masyarakat. Mata uang digital ini membuka peluang masyarakat untuk mendapatkan pendapatan kedua atau sampingan. Mata uang kripto yang memiliki risiko tinggi mampu memberikan keuntungan yang sepadan dengan risiko yang harus dikorbankan. Masyarakat mulai dari kalangan bawah atau pemain kecil hingga kalangan atas atau pemain besar banyak yang sudah terjun pada dunia cryptocurrency untuk mendapatkan keuntungan yang diharapkan dari cryptocurrency. Penelitian akan membahas pasar cryptocurrency dengan menggunakan pendekatan game theory non-zero-sum game. Ether (ETH) yang menjadi cryptocurrency nomor 2 akan digunakan sebagai objek amatan. Ether adalah mata uang kripto dari jaringan Ethereum yang selain untuk trading juga sering digunakan untuk alat tukar barang digital lainnya, contohnya Non-Fungible Token (NFT). Penelitian bertujuan mencari strategi terbaik untuk pemain kecil dan besar dalam melakukan trading pada ETH. Strategi trading akan didasari oleh profil risiko dari pemain kecil dan pemain besar, yaitu profil risiko rendah, moderat, dan tinggi. Penentuan strategi akan menggunakan 7 jenis indikator sebagai dasarnya. Indikator tersebut adalah long / short ratio market, jumlah volume transfer, volatility, Relative Strength Index, against / pro market, long / short ratio pemain kecil dan pemain besar. Strategi terbaik dipilih melalui titik ekuilibrium untuk kedua pemain. Berdasarkan hasil penelitian, pemain kecil disarankan melakukan trading dengan strategi low risk hingga medium risk. Strategi ini mampu meningkatkan modal awal pemain kecil yang awalnya 1 ETH menjadi 1,4758 ETH. Bagi pemain besar disarankan untuk lebih memahami kondisi pasar dan dapat menerapkan strategi low risk, medium risk, dan high risk sesuai dengan kondisi pasar saat itu. Strategi ini mampu meningkatkan modal awal pemain besar yang awalnya 100 ETH menjadi 186,0779 ETH
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Cryptocurrency or digital currencies have gained significant popularity and become a topic of discussion in recent years. These digital assets offer opportunities for individuals to earn secondary or additional income. While cryptocurrencies carry high risks, they can also provide substantial returns commensurate with the risks involved. People from all walks of life, including small-scale and large-scale investors, have entered the world of cryptocurrency in pursuit of expected profits. This study aims to analyze the cryptocurrency market using a non-zero-sum game approach based on game theory. Ethereum (ETH), the second-largest cryptocurrency, will be the focal point of the investigation. ETH is the digital currency of the Ethereum network, widely used not only for trading but also as a means of exchange for other digital assets such as Non-Fungible Tokens (NFTs). The research seeks to determine the optimal trading strategies for both small-scale and large-scale players in the ETH market. The trading strategies will be based on the risk profiles of small-scale and large-scale players, categorized as low, moderate, and high risk profiles. Seven indicators will serve as the foundation for determining the trading strategies, including long/short ratio market, volume transfer, volatility, Relative Strength Index, against/pro market, and long/short ratio for small-scale and large-scale players. The best strategies will be determined through the equilibrium point for both players. Based on the research findings, it is recommended for small-scale players to engage in trading with low to medium-risk strategies. These strategies can enhance the initial capital of small-scale players from 1 ETH to 1,4758 ETH. On the other hand, it is advisable for large-scale players to have a deeper understanding of market conditions and be capable of implementing low, medium, and high-risk strategies according to prevailing market conditions. These strategies can increase the initial capital of large-scale players from 100 ETH to 186,0779 ETH.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | ether, ethereum, pemain kecil, pemain besar, teori permainan, strategi penerimaan risiko; ether, ethereum, small-scale player, whale player, game theory, risk profile |
| Subjects: | T Technology > T Technology (General) T Technology > T Technology (General) > T58.62 Decision support systems |
| Divisions: | Faculty of Industrial Technology and Systems Engineering (INDSYS) > Industrial Engineering > 26201-(S1) Undergraduate Thesis |
| Depositing User: | Okky Nugroho Wicaksono |
| Date Deposited: | 05 Sep 2023 07:53 |
| Last Modified: | 05 Sep 2023 07:53 |
| URI: | http://repository.its.ac.id/id/eprint/103095 |
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