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• We investigate logarithmic price returns cross-correlations at different time horizons for aset of 25 liquid cryptocurrencies traded on the FTX digital currency exchange.
• Results give a deepinsight into the evolutionary process of the time dependent hierarchical organization of the systemunder analysis
• Such an algorithm extracts a planar subgraph which optimises an objective functionquantifying the gain of adding a new vertex to the existing tetrahedron.
• In both cases, we observe the “Epps effect”, i.e., a decrease in pair correlations at finertime sampling resolutions.
• Results reported in Figure 3 show how, also in the cryptocurrency market,the intra-sector correlation increases faster than pairwise one.

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