XRP/ETH Multi-Path Arbitrage Dataset (Binance Exchange, 2025)

This dataset contains minute-level price data for three cryptocurrency trading pairs from Binance exchange, used in the study "Applying Modigliani-Miller Theorem to Cryptocurrency Multi-Path Arbitrage: A Theoretical Framework and Empirical Evidence from XRP/ETH Markets." The dataset includes: 1. xrp_usdt_data.csv: XRP/USDT trading pair data 2. xrp_eth_data.csv: XRP/ETH trading pair data 3. eth_usdt_data.csv: ETH/USDT trading pair data Each CSV file contains the following columns: - date: Timestamp in YYYY-MM-DD HH:MM:SS format - close: Closing price (in USDT or ETH) - volume: Trading volume (in base asset units, e.g., XRP or ETH) - amount: Trading amount (in quote currency units, e.g., USDT) Data period: January 1, 2025 - October 15, 2025 Data frequency: 1-minute intervals Data source: Binance Exchange (https://www.binance.com/) This dataset supports research on cryptocurrency arbitrage strategies, mean reversion analysis, and the application of classical finance theory (Modigliani-Miller theorem) to digital asset markets.