DATA & CODE

Cryptocurrencies and the velocity of money

You'll find a proto-type implementation of our measure. We are still working on an improved version. As soon we are reads, we'll also provide data and analysis for the velocity with different look-back time windows. Our code is based heavily on the BlockSci Blockchain Parser of Kalodner, et al. 2017.

Stablecoin Arbitrage

You'll find code to aggregate a panel data set with basic financial metrics from the coingecko.com API (Thank you, coingecko!)