Open Source Crypto Asset Pricing

The Open Source Crypto Asset Pricing Platform (OSCAP) is an open-access research infrastructure designed to advance the scientific study of cryptocurrency markets. Inspired by established resources such as the Kenneth French Data Library, OSCAP provides researchers, practitioners, educators, and policymakers with transparent access to cryptocurrency asset pricing factors, curated datasets, methodological documentation, and reproducible research tools specifically developed for digital assets.

Data

The datasets will be available soon.

Project

Crypto Asset markets differ fundamentally from traditional equity markets. Thousands of digital assets trade across numerous exchanges, market structures evolve rapidly, and differences in data providers, filtering rules, portfolio construction, weighting schemes, and factor definitions can substantially influence empirical results. These methodological choices often make it difficult to compare findings across studies or reproduce published research.

OSCAP addresses these challenges by providing a standardized, transparent, and reproducible framework for cryptocurrency asset pricing research. The platform combines rigorous data curation, automated data processing, comprehensive documentation, and latest computational methods to generate reliable factor datasets across multiple research designs. Rather than presenting a single definition of each factor, OSCAP enables users to understand how alternative methodological choices affect empirical results and factor predictability.

The platform supports a broad community of users. Researchers can download standardized datasets and replicate existing studies or develop new methodologies. Students and educators can access transparent educational resources and real-world datasets. Practitioners can evaluate factor investing strategies and risk management approaches, while policymakers benefit from reliable evidence that contributes to greater transparency and understanding of digital asset markets.

As an open research initiative, OSCAP promotes transparency, collaboration, and reproducibility. All datasets, factor definitions, and documentation are made publicly available to facilitate cumulative scientific progress and encourage innovation in cryptocurrency asset pricing. The platform is continuously expanded as new research findings, methodologies, and datasets become available.

Technical note

The technical note will be available soon.

Contributors

  • Dr. Juliane Proelss
    Investigator – Infrastructure and Funding
    John Molson School of Business, Concordia University
  • Dr. Denis Schweizer
    Investigator – Research Framework and Outreach
    John Molson School of Business, Concordia University
  • Dr. Christian Fieberg
    Investigator – Econometrics & Machine Learning
    Hochschule Bremen
  • Dr. Gerrit Liedtke
    Investigator – Data Architecture & Computational Methods
    University of Bremen