Data set for "Measuring synchronization and anticipation between individual investors from their daily performance"

The data stored here is used as a support of the paper "Measuring<br> synchronization and anticipation between individual investors from their<br> daily performance" where a measure based on Mutual Information and<br> Transfer of Entropy is used in order to map investors' behaviour and which<br> ones are following same behavioural patterns. The study linked to this data is published on pre-print Arxiv.org<br> with the following citation: <br> Mario Gutiérrez-Roig, Javier Borge-Holthoeffer, Alex Arenas and<br> Josep Perelló. Measuring synchronization and anticipation between<br> individual investors from their daily performance (2018)