Table 9 Datasets (1/3): Market Data

Bouri et al. (2019)

Price,

volatility,

detrended volume data

Bitcoin,

Ethereum,

5 other cryptocurrencies

daily

From: 2013/01/01

To: 2017/12/31

Prediction of volatility/return

CoinMarketCap

Nakano et al. (2018)

High frequency price,

volume data

Bitcoin

15min

From: 2016/07/31

To: 2018/01/24

Prediction of return

Poloniex

Bu and Cho (2018))

Three pieces time slice for

different research objectives

Bitcoin and seven altcoins

Not mentioned

From: 2016/05/14

To: 2016/07/03

From: 2018/01/01

To: 2018/01/31

From: 2017/07/01

To: 2017/07/31

Maximum profit with DRL

Not mentioned

Sun et al. (2019))

Price, volatility

ETC-USDT,

other 12 cryptocurrencies

1 min,

5 min,

30 min,

1 h,

one day

From: August 2017

To: December 2018

Prediction of return

Binance, Bitfinex

Guo et al. (2018)

Volatility,

order book data

Bitcoin

hourly volatility observations,

order book snapshots

From: September 2015

To: April 2017

Prediction of volatility

Not mentioned

Vo and Yost-Bremm (2018)

Timestamps,

the OHLC prices etc.

Bitcoin

1 min

From: Starting 2015

To: End 2016

Prediction of return

Bitstamp, Btce, Btcn,

Coinbase, Coincheck, and Kraken

Phillips and Gorse (2017))

Price

Bitcoin,

other 3 cryptocurrencies

daily

From: April 2015

To: September 2016

Predicting bubbles

CryptoCompare

Yaya et al. (2018))

Price

Bitcoin,

other 12 cryptocurrencies

daily

From: 2015/08/07

To: 2018/11/28

Bubbles and crashes

Coin Metrics

Brauneis and Mestel (2019))

Individual price,

trading volume

500 most capitalized

Cryptocurrencies

daily

From: 2015/01/01

To: 2017/12/31

Portfolios management

CoinMarketCap

Feng et al. (2018))

Order-level USD/BTC

trading data

Bitcoin

order-level

From: 2011/09/13

To: 2017/07/17

Trading strategy

Bitstamp

Gradojevic and Tsiakas (2021))

Price, volatility

BTC/USD

ETH/USD

XRP/USD

1-min

1-H

1-Day

1-Month

From: 2015/01/01

To: 2020/10/15

Prediction of volatility

CryptoCompare