Here is an interesting Bitcoin mean reverting trading strategy based on volatility and illiquidity. This includes skewness and exponential weighted moving average. I can confirm this function works in Pandas of Python. Here is the links
Other crypto currency articles from this author
Python code repo is here https://github.com/protos-research
Free trading books https://quantlabs.net/
or learn algo trading https://quantlabs.net/dvdNOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!