Ed Silantyev – Medium

Ed Silantyev
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fspnetwork

Introducing Financial Securities Protocol

A blueprint for Financial System 3.0

5 min readJan 1, 2019

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Introducing Financial Securities Protocol

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Ed Silantyev

Cryptocurrency Market Microstructure Data Collection Using CryptoFeed, Arctic, kdb+ and AWS EC2

Handling asynchronous high frequency data

7 min readAug 26, 2018

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Cryptocurrency Market Microstructure Data Collection Using CryptoFeed, Arctic, kdb+ and AWS EC2

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6

Ed Silantyev

Order Flow Analysis of Cryptocurrency Markets

In this article we consider Level II order book data of the most traded cryptocurrency product — BitMEX XBTUSD contract. Specifically, the…

11 min readMay 4, 2018

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Order Flow Analysis of Cryptocurrency Markets

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Ed Silantyev

Cryptocurrency Data Analysis Part IV: Connecting to Exchange Live Feed

In previous article we explored a very popular algorithmic strategy. However, analysing strategies with sampled data removes us from all…

2 min readNov 29, 2017

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Cryptocurrency Data Analysis Part IV: Connecting to Exchange Live Feed

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Ed Silantyev

Cryptocurrency Data Analysis Part III: Backtesting, Evaluating and Optimising a Trading Strategy

In the last tutorial we have scraped, saved and analysed bulk crypto data. Hopefully, you were able to see the beauty of combining…

9 min readOct 13, 2017

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Cryptocurrency Data Analysis Part III: Backtesting, Evaluating and Optimising a Trading Strategy

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Ed Silantyev

Cryptocurrency Data Analysis Part II: Downloading, Manipulating and Analysing Bulk Data

In the last tutorial you have seen how to set up a research environment and acquire cryptocurrency OHLCV price data for a single asset. In…

7 min readSep 25, 2017

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Cryptocurrency Data Analysis Part II: Downloading, Manipulating and Analysing Bulk Data

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Ed Silantyev

Cryptocurrency Data Analysis Part I: Obtaining and Playing with Data of Digital Assets

The word “cryptocurrency” has taken the financial world by storm, and yet there is a lack of formal and open research being conducted on…

4 min readSep 19, 2017

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Cryptocurrency Data Analysis Part I: Obtaining and Playing with Data of Digital Assets

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Ed Silantyev

Ed Silantyev

Perpetual Beta. @fsp_network creator. Electronic trading systems developer. Cryptocurrency market microstructure specialist.📉📈

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