Snapshots of A Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes

Abstract

Quickly apply original, key PMR-published papers with Snapshots—a short article companion that distills PMR research into compressed, digestible takeaways, so you can put the paper’s core ideas to work in your investment process—fast. This Snapshot is based on an article about cleaning cryptocurrency data so researchers and investors can build more reliable investable universes. It presents a three-step protocol for fixing market-cap spikes, Bitcoin-dominance dips, and volume anomalies in CoinMarketCap data while preserving prices and returns and improving aggregate market indicators for analysis.