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Python + Cryptocurrencies = Return on Investment

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 Dr. Pawel Lachowicz, Quantitative Risk Analyst, Author

 Tuesday, November 7, 2017

Enjoy my latest post... http://www.quantatrisk.com/2017/11/07/earning-money-cryptocurrency-statistical-arbitrage-python/


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3 comments on article "Python + Cryptocurrencies = Return on Investment"

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 Manuel Ochoa, Manager at Global Trend Capital Corporation( see breakdown below)

 Tuesday, November 7, 2017



Nice start.

I was under impression intra exchange price differentials for same cyrpto was to price in an abs value on max outgoing withdrawls in any 24hour period and idiosyncratic risk on each exchange.


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 Mike Agne, Master of Business Administration - MBA Candidate at Illinois Institute of Technology

 Tuesday, November 7, 2017



That’s great work, problem is it's not viable when you add slippage and fees but great explanation via code of an arbitrage.


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 Justin Duval, Consistently Profitable Day Trader

 Wednesday, November 8, 2017



Agree with Mike, the main problem is compared to coinbase, most (if not all) of the other exchanges are far inferior and all have withdrawal fees.

Plenty of those listed aren't even allowed for trading in the US. Like where your head is at though.

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