DATA & CODE

Cryptocurrencies and the velocity of money

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.

Github

Cryptocurrency Price Simulations

A python module for recursive cryptocurrency price simulations assuming momentum- and fundamental-value traders.

Github

Monetary stabilization in cryptocurrencies–design approaches

Data, code & results of the paper 'Monetary stabilization in cryptocurrencies–design approaches and open questions (Pernice et al., 2019)'.

Github

Price Processes and Arbitrage of Stablecoins

Data, code & results of the paper 'On Stablecoin Price Processes and Arbitrage (Pernice, 2021)'. Based on the Caginalp and Balenovic (1999) model for asset flow dynamic.

Github