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Crypto Price Similarity: An Investigation Using Pearson Correlation and Dynamic Time Warping

Doğan, Onur Batin et al.
arXiv (All) · Papers
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The cryptocurrency market's volatility and complex price dynamics challenge portfolio diversification and risk management. This study examines price similarity across 347 cryptocurrencies from March 2020 to April 2024 using daily OHLCV data from the Binance API. Daily dynamics are summarized via a s
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