Research data for "Machine learning and the cross-section of cryptocurrency returns"

Long-short machine learning portfolio returns for the full calendar years 2019-2022 from the study "Machine learning and the cross-section of cryptocurrency returns."本数据集包含源自研究《机器学习与加密货币收益的横截面（Machine learning and the cross-section of cryptocurrency returns）》的2019至2022年完整自然年度的机器学习多空投资组合收益。