Serving the Quantitative Finance Community

 
User avatar
MartinGale7
Topic Author
Posts: 70
Joined: April 1st, 2011, 7:42 am

Historical Bitcoin Tick Data - The Challenge!

December 13th, 2017, 11:33 am

Hi,

I have access to the last year and a half of tick data from Bitcoin CFDs (which I have logged myself).

If anyone is interested, I can share.

I'd be curious to see if anyone here could build a trading strategy from it. Ideally something more interesting than buy and hodl - which seems to have performed well so far. Consider it a challenge!
 
User avatar
brownstein
Posts: 1
Joined: November 3rd, 2017, 10:12 am

Re: Historical Bitcoin Tick Data - The Challenge!

December 19th, 2017, 4:16 pm

You mean strategy performing better than "Buy and Hold" ? I guess any of those would be deadly over-fitted.
 
hhaines
Posts: 1
Joined: December 28th, 2017, 12:10 am

Re: Historical Bitcoin Tick Data - The Challenge!

December 30th, 2017, 9:59 pm

I'd be interested in the data, let me see what you've got
 
User avatar
MartinGale7
Topic Author
Posts: 70
Joined: April 1st, 2011, 7:42 am

Re: Historical Bitcoin Tick Data - The Challenge!

January 23rd, 2018, 10:55 am

@hhaines Sure - PM me and I'll get it over to you. It would be interesting to compare notes.
 
EdwinB
Posts: 11
Joined: February 12th, 2018, 10:58 pm

Re: Historical Bitcoin Tick Data - The Challenge!

February 13th, 2018, 12:45 am

The data from Bitcoin CFDs, well in a metatrader 4 or mt5 with a real account of your broker you can visualize the data and build a strategy through an EA, really if it is a challenge to know where bitcoin moves these days
 
pearlneil
Posts: 1
Joined: January 5th, 2018, 5:58 am

Re: Historical Bitcoin Tick Data - The Challenge!

April 13th, 2018, 8:41 pm

Hi Martin,

I am interested in taking a look at the data, could you please share it.

Thanks