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Quantitative Data Analysis
Of Cryptocurrencies
Udisha Alok
24th
Feb 2022
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
All investments and trading in the stock market involve risk. Any
decisions to place trades in the financial markets, including trading in
stock or options or other financial instruments is a personal decision
that should only be made after thorough research, including a
personal risk and financial assessment and the engagement of
professional assistance to the extent you believe necessary. The
trading strategies or related information mentioned in this
presentation is for informational purposes only.
2
DISCLAIMER
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
● About us
● What are cryptocurrencies?
● Which are the top cryptocurrencies?
● Sources of crypto data
● Where can you trade on crypto?
● Analyzing the data for top cryptocurrencies
● Different crypto trading strategies
● Recap
● QnA
3
Today’s agenda
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
About us
4
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
What are cryptocurrencies?
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Definition:
A cryptocurrency is a digital or virtual currency that is secured by cryptography.
6
What are cryptocurrencies?
Digital Cryptographically
Secure
Decentralized Blockchain
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
The top cryptocurrencies
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. 8
Which are the top cryptocurrencies?
Source: https://coinmarketcap.com/
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Crypto data sources
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
1. CryptoWatch
2. CoinAPI
- Offers order books data too
- Many markets and instruments (futures, options, etc.)
3. AlphaVantage
- Offers stocks and other instruments in addition to crypto
4. Cryptocompare
*This list is not exhaustive and these are not recommendations.
10
Sources of historical crypto data*
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Crypto trading platforms
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Globally*:
- Binance
- Coinbase
- eToro
- Gemini
- Kraken
*This list is not exhaustive, and these are not recommendations.
23
12
Top crypto trading platforms and exchanges
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
In India*:
- CoinDCX
- Bitbns
- WazirX
- CoinSwitch Kuber
- ZebPay
*This list is not exhaustive, and these are not recommendations.
2
13
Top crypto trading platforms and exchanges
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Analyzing crypto data
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. 15
Jupyter Notebook
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Crypto trading strategies
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
- Since cryptocurrencies are volatile, strategies based on momentum
indicators should work well. Arbitrage and anomalies-based strategies
also would be a good idea!
- Some momentum indicators are: RSI (Relative Strength Index), MACD
(Moving Average Convergence Divergence), and AO (Awesome
Oscillator) Indicator.
23
17
Crypto Trading Strategies
*Read more about this strategy on the QuantInsti blog on Ethereum.
https://blog.quantinsti.com/ethereum-trading/
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Recap
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. 19
Quantra:
Interactive
Courses
QuantInsti
Blogs
Books by
QuantInsti
Free Content
Blueshift: Research
& Trading Platform
Continue the learning
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Q and A
20
All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti.
Complete Recording
21

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Quantitative Data Analysis of Cryptocurrencies

  • 1. Quantitative Data Analysis Of Cryptocurrencies Udisha Alok 24th Feb 2022
  • 2. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. All investments and trading in the stock market involve risk. Any decisions to place trades in the financial markets, including trading in stock or options or other financial instruments is a personal decision that should only be made after thorough research, including a personal risk and financial assessment and the engagement of professional assistance to the extent you believe necessary. The trading strategies or related information mentioned in this presentation is for informational purposes only. 2 DISCLAIMER
  • 3. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. ● About us ● What are cryptocurrencies? ● Which are the top cryptocurrencies? ● Sources of crypto data ● Where can you trade on crypto? ● Analyzing the data for top cryptocurrencies ● Different crypto trading strategies ● Recap ● QnA 3 Today’s agenda
  • 4. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. About us 4
  • 5. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. What are cryptocurrencies?
  • 6. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Definition: A cryptocurrency is a digital or virtual currency that is secured by cryptography. 6 What are cryptocurrencies? Digital Cryptographically Secure Decentralized Blockchain
  • 7. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. The top cryptocurrencies
  • 8. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. 8 Which are the top cryptocurrencies? Source: https://coinmarketcap.com/
  • 9. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Crypto data sources
  • 10. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. 1. CryptoWatch 2. CoinAPI - Offers order books data too - Many markets and instruments (futures, options, etc.) 3. AlphaVantage - Offers stocks and other instruments in addition to crypto 4. Cryptocompare *This list is not exhaustive and these are not recommendations. 10 Sources of historical crypto data*
  • 11. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Crypto trading platforms
  • 12. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Globally*: - Binance - Coinbase - eToro - Gemini - Kraken *This list is not exhaustive, and these are not recommendations. 23 12 Top crypto trading platforms and exchanges
  • 13. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. In India*: - CoinDCX - Bitbns - WazirX - CoinSwitch Kuber - ZebPay *This list is not exhaustive, and these are not recommendations. 2 13 Top crypto trading platforms and exchanges
  • 14. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Analyzing crypto data
  • 15. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. 15 Jupyter Notebook
  • 16. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Crypto trading strategies
  • 17. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. - Since cryptocurrencies are volatile, strategies based on momentum indicators should work well. Arbitrage and anomalies-based strategies also would be a good idea! - Some momentum indicators are: RSI (Relative Strength Index), MACD (Moving Average Convergence Divergence), and AO (Awesome Oscillator) Indicator. 23 17 Crypto Trading Strategies *Read more about this strategy on the QuantInsti blog on Ethereum. https://blog.quantinsti.com/ethereum-trading/
  • 18. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Recap
  • 19. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. 19 Quantra: Interactive Courses QuantInsti Blogs Books by QuantInsti Free Content Blueshift: Research & Trading Platform Continue the learning
  • 20. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Q and A 20
  • 21. All rights reserved. © QuantInsti Quantitative Learning Pvt. Ltd. Not to be distributed without written permission from QuantInsti. Complete Recording 21