Embedded Files
Deribit Options Data
The dataset contains all bitcoin (BTC) options trades on Deribit from November 29, 2016 to October 5, 2020. I downloaded the data from Deribit's API and specifically used it in my paper Forecasting bitcoin volatility: Evidence from the options market. Please see table below for the definitions of variables.
Unfortunately, Deribit recently changed the way its API responses to public queries so the data cannot be freely updated any more.
Coinmarketcap.com's cryptocurrency prices
This data contains 5-minute prices of 100 largest cryptocurrencies from their inceptions until May 18, 2021. R codes to generate the data can be found here
Page updated
Google Sites
Report abuse