Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
 
Session Overview
Session
Session 2.09: Aggregate Confusion In Crypto Market Data
Time:
Tuesday, 26/Aug/2025:
3:00pm - 3:30pm

Location: Carmen Conference hall

Meeting hall “Carmen”, which can accommodate up to 70 people

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Presentations

Aggregate Confusion In Crypto Market Data

Prof. Gustavo Schwenkler1, Prof. Aakash Shah2, Prof. Darren Yang2

1Santa Clara University, United States of America; 2Indicia Labs, United States of America

The quality of cryptocurrency market data is critical for academic research and financial applications, yet the topic remains understudied. We analyze data from leading vendors and document pervasive mislabeling, measurement errors, and discrepancies in reported market metrics. To address these issues, we propose a novel aggregation methodology that achieves asymptotic accuracy by identifying unreliable data instances. We also introduce a data quality grading system, offering practical guidance for data consumers. Our findings underscore the risks of relying on a single provider. They highlight a possible need for regulation in the market for crypto data.