data.csv (169.5 kB)
BiTSI
dataset
posted on 2024-03-18, 10:23 authored by T. di FrancescoT. di Francesco, C.H. HommesC.H. HommesDataset 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.
