Gantari, Kristoforus Arka (2022) Mengaplikasikan Game Theory Dalam MembuaT Strategi Kemenangan Dalam Trading Di Pasar Cryptocurrency. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Berkembangnya pasar cryptocurrency di dunia membuka peluang baru bagi masyarakat Indonesia untuk terjun ke dalam dunia tersebut dikarenakan reward yang besar dapat didapatkan tetapi diimbangi dengan risiko yang besar pula. Banyaknya kalangan pemain baik dari segi pemain kecil (retail) maupun pemain besar (whale) tergiur akan fluktuasi dari pasar cryptotocurrency sendiri. Penelitian ini menggunakan pendekatan game theory dengan tipe permainan non-zero-sum game untuk memodelkan pasar cryptocurrency dengan objek yaitu Bitcoin dan juga untuk mendapatkan strategi terbaik dalam trading yang dapat dilakukan oleh pemain terbesar dan pemain terkecil pada cryptocurrency market sesuai dengan risiko yang dimiliki pemain. Nilai-nilai payoff yang didapatkan berdasarkan data primer dari tujuh indikator yang digunakan yaitu long / short ratio whole market, volatility, oscillator (RSI), long / short ratio whales, long / short ratio retail, accumulation score, dan against / pro market. Tujuan penelitian ini bukan hanya memodelkan pasar cryptocurrency, mendapatkan strategi terbaik untuk trading bagi setiap pemain, tetapi juga membahas tentang mendapatkan titik ekuilibria pada permainan. Rekomendasi bagi retail memiliki kecenderungan untuk menggunakan strategi low risk dan medium risk sedangkan untuk whale dapat menggunakan strategi medium risk dan high risk, dan apabila dilihat dari segi profitabilitas pemain retail bisa menaikkan aset BTC (Bitcoin) dari 1 keping menjadi 2 keping Bitcoin sedangkan bagi whale dapat menaikkan aset Bitcoin hingga mendekati 3 kali lipat dengan aset awal yaitu berjumlah 1000 BTC menjadi 2979 BTC.
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The development of the cryptocurrency market in world wide opens up new opportunities for the Indonesian to enter the world due to large rewards that can be obtained but are followed with great risks. The large number of players, both in terms of small players (retail) and big players (whales) are tempted by fluctuations in the cryptocurrency market itself. This study uses a game theory approach with a non-zero-sum game type to do the modelling of cryptocurrency market with an object, which is Bitcoin, and also to get the best strategy in trading that can be carried out by the biggest players and the smallest players in the cryptocurrency market according to the risks that players have. The payoff values obtained are based on primary data from the seven indicators used, which are long/short whole market ratio, volatility, oscillator (RSI), long/short whale ratio, retail long/short ratio, accumulation score, and against/pro market. The aim of this research is not only to model the cryptocurrency market and get the best trading strategies for each player, but also to discuss about how to get the point of equilibrium in the game. Recommendations for retailers have a tendency to use low risk and medium risk strategies while whales can use medium risk and high risk strategies, furthermore on another point of view that see the aspects of profitability perspective retailer can increase their BTC (Bitcoin) assets from 1 piece to 2 pieces of Bitcoin while for whales can almost triple their Bitcoin with the initial asset which is 1000 BTC to 2979 BTC.
| Item Type: | Thesis (Other) |
|---|---|
| Additional Information: | RSI 658.401 2 Gan m-1 2022 |
| Uncontrolled Keywords: | bitcoin, retail, risiko, teori permainan, whale. bitcoin, game theory, retail, risk, whale. |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD30.28 Planning. Business planning. Strategic planning. |
| Divisions: | Faculty of Industrial Technology and Systems Engineering (INDSYS) > Industrial Engineering > 26201-(S1) Undergraduate Thesis |
| Depositing User: | Mr. Marsudiyana - |
| Date Deposited: | 12 May 2026 08:31 |
| Last Modified: | 12 May 2026 08:31 |
| URI: | http://repository.its.ac.id/id/eprint/133171 |
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