  Time series of price returns for 80 of the most liquid cryptocurrencies
listed on Binance are investigated for the presence of detrended
cross-correlations. A spectral analysis of the detrended correlation matrix and
a topological analysis of the minimal spanning trees calculated based on this
matrix are applied for different positions of a moving window. The
cryptocurrencies become more strongly cross-correlated among themselves than
they used to be before. The average cross-correlations increase with time on a
specific time scale in a way that resembles the Epps effect amplification when
going from past to present. The minimal spanning trees also change their
topology and, for the short time scales, they become more centralized with
increasing maximum node degrees, while for the long time scales they become
more distributed, but also more correlated at the same time. Apart from the
inter-market dependencies, the detrended cross-correlations between the
cryptocurrency market and some traditional markets, like the stock markets,
commodity markets, and Forex, are also analyzed. The cryptocurrency market
shows higher levels of cross-correlations with the other markets during the
same turbulent periods, in which it is strongly cross-correlated itself.
