Ed SilantyevinfspnetworkIntroducing Financial Securities ProtocolA blueprint for Financial System 3.0Jan 1, 2019Jan 1, 2019
Ed SilantyevCryptocurrency Market Microstructure Data Collection Using CryptoFeed, Arctic, kdb+ and AWS EC2Handling asynchronous high frequency dataAug 26, 20186Aug 26, 20186
Ed SilantyevOrder Flow Analysis of Cryptocurrency MarketsIn this article we consider Level II order book data of the most traded cryptocurrency product — BitMEX XBTUSD contract. Specifically, the…May 4, 20185May 4, 20185
Ed SilantyevCryptocurrency Data Analysis Part IV: Connecting to Exchange Live FeedIn previous article we explored a very popular algorithmic strategy. However, analysing strategies with sampled data removes us from all…Nov 29, 2017Nov 29, 2017
Ed SilantyevCryptocurrency Data Analysis Part III: Backtesting, Evaluating and Optimising a Trading StrategyIn the last tutorial we have scraped, saved and analysed bulk crypto data. Hopefully, you were able to see the beauty of combining…Oct 13, 20179Oct 13, 20179
Ed SilantyevCryptocurrency Data Analysis Part II: Downloading, Manipulating and Analysing Bulk DataIn the last tutorial you have seen how to set up a research environment and acquire cryptocurrency OHLCV price data for a single asset. In…Sep 25, 20179Sep 25, 20179
Ed SilantyevCryptocurrency Data Analysis Part I: Obtaining and Playing with Data of Digital AssetsThe word “cryptocurrency” has taken the financial world by storm, and yet there is a lack of formal and open research being conducted on…Sep 19, 20178Sep 19, 20178