Data and additional results for Müller, Schmickler (2020)

  • Available on the project website

  • Monthly stock returns and performance metrics for all possible double-sort trading strategies constructed from 102 stock market anomalies

  • Returns and performance metrics for the double-sort-based out-of-sample trading strategy

Easy-to-use database containing all information from the BTC blockchain & more

  • A block-level dataset containing the time, name of the miner if it is a mining pool, difficulty, size and revenue

  • A transaction-level dataset containing the total amount sent, change (estimated) and fee (N>400 million)

  • An input- and an output-level dataset containing an ID for the sender/receiver (i.e. I cluster addresses) and the input/output value

  • A dataset that maps IDs into real entities (e.g., mining pools, exchanges, gambling sites, etc.)

  • Contact me if you are interested in collaborating