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Datasets:
sstoeckl
/
opencryptoassetpricing
like
0
Tasks:
Tabular Regression
Time Series Forecasting
Languages:
English
Size:
100K<n<1M
Tags:
finance
cryptocurrency
asset-pricing
risk-factors
Liu-Tsyvinski-Wu
License:
cc-by-4.0
Dataset card
Data Studio
Files
Files and versions
xet
Community
main
opencryptoassetpricing
/
data
1 contributor
History:
9 commits
sstoeckl
Add CoinGecko numeric ID mapping (~52K coins) for crypto2 package
c5dbd99
verified
8 days ago
factors
Update factor variants with implied supply filter
15 days ago
portfolios
Update portfolio variants with implied supply filter
15 days ago
_static.parquet
1.89 MB
xet
Add CoinGecko numeric ID mapping (~52K coins) for crypto2 package
8 days ago
factors_liu.parquet
38.3 kB
xet
Add Liu et al. (2022) exact replication factors
18 days ago
spec_grid.csv
69.3 kB
Update spec grid CSV with implied supply filter
15 days ago
spec_grid.parquet
18.1 kB
xet
Update spec grid with implied supply filter
15 days ago