1. BitMEX exchange perpetual and futures contracts guide (2021), “BitMEX exchange perpetual and futures contracts guide”, available at: www.bitmex.com/app/futuresGuide, and www.bitmex.com/app/perpetualContractsGuide (accessed 30 September 2020).
2. Broek, L. V D. and Sharif, Z. (2018), “Cointegration-based pairs trading framework with application to the cryptocurrency market”, Bachelor Thesis, Erasmus University Rotterdam.
3. A multiple-threshold AR (1) model;Journal of Applied Probability,1985