*5.1. Experimental Dataset*

The primary source of data and information was the Quandl Dataset sourced from Blockchain.com (Quandl 2020). The source contains up to 32 datasets, including the BTC market price. Each dataset contains a time series for a variable. The secondary dataset was the average OHLC (open-high-low-close) candlestick values across multiple exchanges scraped from Rbitcoincharts.com (Bitcoin Charts 2020). Additionally, any of the transforms accepted were denoted upfront before the variable. In the circumstance of the BTC simulation, the Quandl transform applied was "diff", which implied the change over time depending on the frequency (i.e., daily frequency data would be sampled as daily frequency change of that variable). The OHLC candlestick chart data (Figure 3) were sourced directly from Rbitcoincharts.com, consolidating the average OHLC candle according to a number of varying exchanges which trade BTC and similarly pegged altcoins. One of the major difficulties encountered upon sourcing the data was to ge<sup>t</sup> a consistent market price from BCHAIN, which would match the OHLC charts sourced. The difference appeared to be according to when the different data sources selected their end-of-day settlement. Rbitcoincharts.com was selected, as the close price difference was roughly around (\$1–\$2).

**Figure 3.** OHLC (open-high-low-close) candlestick.
