Crypto arbitrage: a feasibility analysis


Arbitrage is defined as the simultaneous buying and selling of currency in different platforms in order to take advantage of differing prices. This document gives a few insight on its potential application on crypto currencies.

Tell me more

Table of contents

This work is organized in several section, each describing in depth a part of the analysis. Click the section that interests you for result and code.

Recovering prices

I recovered prices of 5 currencies for several weeks, and provide an output without thousands of data points

READ

Comparing prices

A comparison of prices on the long and on the short term. Is there any differences between exchanges?

READ

What is arbitrage

A quick introduction to arbitrage: what it is and what are the potential limitations

READ

Arbitrage Simulation

Simulating an arbitrage algorithm on the dataset to assess potential benefit and optimize parameters

READ

the private API

How to buy and sell crypto currencies using programing and private APIs?

READ

Running the bot - for real

The algorithm is finally run for real. Does it make any money?

READ



Contact

This document is a work in progress analysis by Yan Holtz. Any feedback is highly encouraged. You can fill an issue on Github, drop me a message on Twitter, or send an email pasting yan.holtz.data with gmail.com.

Github Twitter