The data set includes lagged log returns, lagged volume denominated in Bitcoin and forward log returns aggregated every 24-hours for a cross-section of 26 cryptocurrency pairs from the 1st January 2017 to 9th September 2018. The data was downloaded from CryptoCompare - a free API accessible at https://min-api.cryptocompare.com
A list of three xts objects including lagged returns (R.Lag), lagged volumes (V.Lag) and forward returns (R.Forward).
1 2 3 4 5
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.