I have a degree in applied economics, particularly econometrics and forecasting.
WHERE can I download crypto price data? I'm willing to do statistical causal regression analysis and forecasting (ARIMA, exponential smoothing, Holt-Winters, etc.) to take us all to gain town.
But I can't seem to find any place to download daily crypto price data. Help a nigger out and I'll take us to gain town.
Other urls found in this thread:
quandl.com
twitter.com
Try coinigy?
Ty based OP
you should make a tripcode or something to prove your you when you post
>keks speed user
This might work. You have to pay for the data, but it might be useful. I'm on my phone right now because electricity is out in my shit town. I'll keep you niggers updated.
Was thinking this. Will do.
>monitoringthisthread.jpg
Might find what you need on coinmarketcap but I'm really not sure. If you do find what you need could you please work your magic on my pet coin, COVAL?
What I'm worried about is that crypto prices move so quick in a short period of time. So by the time I got, say, a forecast an hour ahead, it might already be too late or useless because of a violation of the zero conditional mean assumption. How could I possibly incorporate, for example, an indicator for Chinese miners in my causal regression model? I probably can't. But I think my ARIMA model would be great once I see some autocorrelation and partial autocorrelation charts. Typically when regression models aren't possible ARIMA tends to perform second best. If I can get some data for the top 5 coins, I think I could provide some value here for investing/trading. When it comes to shitcoins, that's another story. But if I can find data for them, I can give it a try.
I just understood like 20% of what you just said. But I could learn something from this.
>he thinks he can math his way to money!!
It's worth it to give it a shot. It's better than everyone throwing hail Mary plays around here and shilling. I would of course provide correlation tables for BTC and ETH, VIFs if I can get a regression, standard errors of the forecast, etc. as well as the other crap needed for any realistic forecast.
It'd be worth it to me to just see some basic relationships.
Good luck user hopefully trying to predict this retard market won't make you an hero.
You need to start tripfagging if this is not larp
Get a trip. I'm willing to participate and be an empirical test subject.
I vaguely understand what you are saying. Gonna stick around for a bit to see if I was close.
Do what this guy said I'm sure you could get a lot of people to throw some bones your way if you followed through and did us all a solid, I definitely would
I will test out your projections OP this looks interesting
If you trade on Poloniex, here you go: teachmehowto.trade/PoloData
I can get you into a discord for some better chats if you want.
Best of luck to find arbitrage OP, just be wary of the spread.
I think this will be educational for a lot of us, I now regret not paying more attention in my economic class in college but it's never to late to learn.
Alright fags. I had to go to the café because my phone died. I shall henceforth be known as ElectricDonut. Keep an eye out for me.
That'd be cool. Let me see what I can find first though.
We'll be keeping our eyes on you I'm screenshotting this thread
You sir, are the hero we all need. I usually import coinmarketcap.com's apis into a spreed sheet, and go from there. If you give me your email, I can send you my spreadsheet. Its not very good, but from there you can probably make it better.
Can you invite me? I can help with this.
Meme magic is the main controller here
Keked
if you want to step up the crypto game, add me on skype: cryptoanna
are you stupid?
Crypto data is all over the place
just go to cryptocompare.com and get it from there
you can get daily and hourly data for free
and then there's also quandl.com
Your math has no power here. MSPaint is the true powerhouse of cryptocurrency, meme triangles are the path to enlightenment.
>top 5 coins
Which are the top 5 coins?
PhD Statistics here, focus on econometrics and stochastic systems.
You're going to have a bad time trying to apply shit like ARIMA, Four Factor Fama, etc etc to these investments. They don't behave in any way like those models are intended to capture. As others have mentioned, it is pure meme magic here.
You can run all the R code you want. It won't bring you any closer to gainsville.
That said, it could make an interesting paper or two if you're trying to pump up your impact score.
I found daily BTC data which is good, and weekly ETH data which is fine I guess. I need the data in .csv format or some kind of spreadsheet format. Otherwise I'm going to have to enter it all by hand which I actually started doing yesterday with LTC.
This is what I'm afraid of unfortunately. I know these markets are crazy and it's going to be a difficult task, especially when memes are king. But, it may provide some insight. Besides, I'd like to see the data for myself. You would probably agree that a little bit of statistics education for everyone would probably benefit this whole board.
I stopped at my masters. Was thinking of getting a PhD in econ or a DBA. But, fuck that. Right now so many gains to be made in crypto. Coupled with the fact that I have a good job right now, a PhD has such a high opportunity cost.
Update though. Electricity came back on, but Internet is down still. Going to go back to the café now that it is morning here.