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Juntiantian merged 6 commits into from
May 5, 2022
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new #16

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a3e853f
Merge pull request #10 from ytyky/tt
ytyky May 4, 2022
8977152
update 02
ytyky May 4, 2022
fc56e17
Merge pull request #11 from ytyky/main
ytyky May 4, 2022
40bb996
update missing value analysis
ytyky May 4, 2022
0188840
Merge pull request #12 from ytyky/yty
ytyky May 4, 2022
371de50
Merge pull request #13 from ytyky/tt
Juntiantian May 4, 2022
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19 changes: 8 additions & 11 deletions 02-data.Rmd
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Expand Up @@ -6,7 +6,7 @@ Tianyu is responsible to determine the cryptocurencies we are focus on. Juntian

## Data Collection

We use [coinmarketcap](https://coinmarketcap.com) api to verified top 5 cryptocurrencies by market cap, and then pulled each cryptocurrency dataset from yahoo finance, including 1 year long trading information (2021 May - 2022 May).
We use [coinmarketcap](https://coinmarketcap.com) api to verified top 5 cryptocurrencies by market cap, and then pulled each cryptocurrency dataset from [coingecko](https://www.coingecko.com), including historical trading information.

```{r}
library(tidyverse)
Expand All @@ -26,26 +26,23 @@ We then explore multiple financial sources and yahoo finance is the most tangibl

## Dataset Information

We downloaded 5 datasets and each corresponding to one of the major cryptocurrencies we observed above. Each dataset include 366 rows and 7 columns.
We downloaded 5 datasets and each corresponding to one of the major cryptocurrencies we observed above. Each dataset include 7 columns and up to 3292 rows.

### Format

The format of each dataset:

| Date | Open | High | Low | Close | Adj.Close | Volume |
| :----: | :----: | :----: | :----: | :----: | :----: | :----: |
| date | price | market_cap | total_volume |
| :----: | :----: | :----: | :----: |
| record |

### Column Details

* Date: date of the crypto record
* Open: open price
* High: highest price
* Close: close price
* Adj.Close: close price after adjustment
* Volume: the number of shares traded
* date: date of the crypto record
* price: trading price (USD)
* market_cap: total market cap
* total_volume: the number of shares traded

(all price are in USD)

## Issue

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12 changes: 10 additions & 2 deletions 04-missing.Rmd
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Expand Up @@ -5,8 +5,16 @@ library(redav)
```

```{r}
plot_missing(df.close)
plot_missing(df.cryto)
```

Observed that there is no missing value.
Observed that volatility and return contains missing values. Take a look into number of missing value in columns we found:

```{r}
colSums(is.na(df.cryto)) %>%
sort(decreasing = TRUE)
```


Calculating volatility requires 15 days data beforehand and return need 1 day data beforehand. Thus each cryptocurrency return variable missed one rows and volatility missed 15 rows of data. In total we have 75 volatility values and 5 return values missing.