This repository contains code and data related to study on Bitcoin price manipulation.

The R-notebook model.Rmd can run simulations of the market model written in c++. Several packeges needs to be installed, all of them loaded at the beginning of the notebook. Adjust the number of cores used on your machine. The script used for parameter estimation is sto_opt.R Lower the number of simulationions if execution is taking too long.

All data were obtained from public sources. Processed data from the Bitcoin and Tether blockchains can be found in this repository.