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.
I recovered prices of 5 currencies for several weeks, and provide an output without thousands of data pointsREAD
A comparison of prices on the long and on the short term. Is there any differences between exchanges?READ
Simulating an arbitrage algorithm on the dataset to assess potential benefit and optimize parametersREAD