This repository contains an article I authored, focusing on the prediction of cryptocurrency portfolio returns through the utilization of ten factors outlined in the paper 'Common Risk Factors in Cryptocurrency' by Liu, Yukun, Tsyvinski, Aleh, Tsyvinski, Aleh, and Wu, Xi.

Within this repository, you will find Jupyter notebooks containing Python code, allowing for the replication of my results. The final article is also included, providing a comprehensive description of the analysis conducted.

For the analysis, I used cryptocurrency market data sourced from coinmarketcap.com, available on Kaggle. You can access the dataset here: https://www.kaggle.com/datasets/bizzyvinci/coinmarketcap-historical-data?select=historical.csv. Please note that the dataset is not uploaded directly to this repository due to a 100MB limit. Additionally, I cannot guarantee the persistence of the Kaggle link in the future.