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The closest I get is this article, which I shared in a FB group early 2018 about the study... which includes a link to the author's twitter account. Wrote to her at that time about sole ideas for further research but didn't check if she continued. https://www.newscrypton.com/statistical-analysis-reveals-ties-that-bind-the-cryptocurrency-markets

I had gathered some tips too about 'where to go next' for doing own research...as it seeled fun to play around with the data...but in the end...you know :)...
If interested, I can see if I can dig them up too...

Thanks for the reply!

I personally often check https://www.sifrdata.com/ for correlations and other interesting statistical stuff. You might know it already :-)

Not known yet! Will add it to my data analysis bookmarks :)...

Ps Meanwhile I found the original article:
https://medium.com/@m.monstvilaite/statistical-analysis-of-cryptocurrencies-using-actual-math-9f24509724ba

From my bookmark archive... this was another one I think may get one inspired to start analysing with more depth using two different methods:
https://blog.timescale.com/analyzing-ethereum-bitcoin-and-1200-cryptocurrencies-using-postgresql-3958b3662e51
And
https://blog.patricktriest.com/analyzing-cryptocurrencies-python/