BiTSI

Dataset used in the paper "Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs: a Machine Learning approach" by Tommaso Di Francesco and Cars Hommes. It contains the BiTSI index, a sentiment index obtained by scraping Twitter for all posts containing the term "Bitcoin" from November 1, 2019, to December 30, 2022. Ohter data are daily Bitcoin Price and the Risk-free rate proxied by the  Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity.