Gustavo Schwenkler
Gustavo Schwenkler

Aggregate Confusion In Crypto Market Data

Aggregate Confusion In Crypto Market Data

26/08/2025

Blockchain_Cryptocurrencies;Decentralized finance;FinTech;Investments;Marketing of financial products and services

15:00

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15:30

The quality of cryptocurrency market data is critical for academic research and financial applications, yet the topic remains understudied. We analyze data from leading vendors and document pervasive mislabeling, measurement errors, and discrepancies in reported market metrics. To address these issues, we propose a novel aggregation methodology that achieves asymptotic accuracy by identifying unreliable data instances. We also introduce a data quality grading system, o?ering practical guidance for data consumers. Our findings underscore the risks of relying on a single provider. They highlight a possible need for regulation in the market for crypto data.

The quality of cryptocurrency market data is critical for academic research and financial applications, yet the topic remains understudied. We analyze data from leading vendors and document pervasive mislabeling, measurement errors, and discrepancies in reported market metrics. To address these issues, we propose a novel aggregation methodology that achieves asymptotic accuracy by identifying unreliable data instances. We also introduce a data quality grading system, o?ering practical guidance for data consumers. Our findings underscore the risks of relying on a single provider. They highlight a possible need for regulation in the market for crypto data.

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