Stationarity Tests on Cryptocurrencies Trading Data

Before you start creating models and testing stratgies, you need to identify the stationarity in any time-series analysis. In crypto trading, you should determine wether working with levels of the price or the differences of the prices (price returns). Generally speaking, the crypto price is following an up-trend, meaning the time-series price data is non-stationary. To avoid spurious regression, a few commonly used Unit Root tests are pretty handy to check those series.