TY - DATA T1 - Data underlying the master thesis: What drives cryptocurrency market dynamics? Analysing external variable influence on cryptocurrency prices PY - 2021/08/11 AU - Maxim Sachs UR - https://data.4tu.nl/articles/dataset/Data_underlying_the_master_thesis_What_drives_cryptocurrency_market_dynamics_Analysing_external_variable_influence_on_cryptocurrency_prices/14904813/1 DO - 10.4121/14904813.v1 KW - external variables KW - cryptocurrency KW - prices KW - sentiment KW - development KW - github KW - macro economics N2 - Dataset created for the Master Thesis "What drives cryptocurrency market dynamics? Analysing external variable influence on cryptocurrency prices" as part of the Management of Technologies Masters at the TPM Faculty, TUDelft.
The dataset contains the combined data for a range of variables for a number of crypto currencies. Each variable is in a column. Variables included for each crypto currency are: Price, Volume, Empirical wavelet transform, Google Trends. Additional variables are: Twitter (and Influencer) sentiment, Open status of some stock exchanges and Close price and volume for SP500, Oil and Gold. ER -