Coin Algorithmic Trading

>>2271196

There's a telegram group that does swarm AI every week, https://t.me/cryptoswarmai

>>2271196
Programmed an arbitrage bot checking arbitrage opportunities within Poloniex. Very rarely there were some but not profitable.

Arbitrage between exchanges is very much there, it's just very risky.
>dont forget about the fees, the fees will kill you

>>2271326
>Programmed an arbitrage bot checking arbitrage opportunities within Poloniex. Very rarely there were some but not profitable.

Did the same on bittrex.
Never found arbitrage that is above cost of fees. But haven't tested much.

>>2271196
Im planning on building a simple price comparison thingy to look for arbitrage opportunities. Would love to bounce ideas around with a couple of serious ppl. My background is computer science not so much finance.

>>2271196
Crypto arbitrage has been dead for the last five years. There's too many people trying to do it. The only way to be profitable is through time series forecasting, but that's much, much more challenging and already getting pretty swamped.

Also beware overfit. You can tune your hyperparameters to perfectly fit any section of test data, but the model won't work anywhere else.

>>2271279
what's this all about anon? sounds interesting.

>>2271196
>I can programm but dont know where to begin.
By learning some calculus.

>>2271445
*stochastic calculus, microecon, and control theory

Just visually checking coinmarketcap i see inter exchange price diffs that seem to go over fees sometimes. I also the better exchanges are mostly fast when cashing out alts in my experience.
But from your posts it sounds like a nono?

>>2271466
The latency involved is on the order of hours to days, though. You have to wait for one exchange to deposit the crypto, the transaction to be confirmed, then for the deposit transaction at the other exchange to be confirmed. By then the arbitrage opportunity will have disappeared or the price will have fallen.

>>2271326

>he doesn't have over 24k in BTC volume on poloniex

kek, you might need to run at a loss initially but once you hit the higher tiers you can sill scalp between BTC ETH and USDT. I think the turning point is the .1% maker fee.

>>2271517
Ive sent altcoins from exchange a to b which were transferred within 20 mins. And some indeed took hours.

Random thought, in a bull market getting coins stuck for a bit seems less disastrous.

>>2271385
same thing me and the other guy here already tried.
There is nothing left to get by arbitrage trading.


>>2271397
I have some experience with autoregressive time series forecasting, you know someplace where people discuss this?

>>2271583
Yes that would help.
Im calculating with .25% fee per trade. That kills me.

Just buy and hold. Any dumbass can do it and you will make more.

>>2271457

You don't need any of this shit to find arbitrage opportunities in a market.

Wonder if I could recruit some anons to test arbitrage between exchanges if I provide visualized data. If youre staring at shitcoins all day might as well try. I would say part of it is finding out which coins on which exchanges can be reliably transfered within decent timeframes.
I think ill do it even if it's just for exercise.

Spent yesterday and today writing an arbitrage script, it finds opportunities but when it comes down to actually buying and selling, the order book has changed within the 200ms it takes for the orders to go through and you lose out. I'm pretty sure this means the guys running the exchange already have bots doing this and they can fill the orders with 0 ping. Go ahead and try but it seems completely dead.

>>2272933
I know. Did the exact same thing. Wasted time imo

>>2272343
>Wonder if I could recruit some anons to test arbitrage between exchanges if I provide visualized data.

What would you call this? A neetbot? I like it.

>>2272343
I mean the thing is, I also looked at arbitrage possibilities between exchanges. The truth is, there are a shitton, made a few hundred dollars from a few.

However, at the end of the day it is still extremely risky.

The fees are killing meaning you either have to have a large possibility or a lot money. Next to the fact that sometimes the money just becomes stuck...

I had several times that it took 2.5 hours to send particular cryptos from one exchange to another.

That being said, the BTC price difference between Bittrex and Poloniex for example was ridiculous. While Polo sold for say 2100, bittrex sold for 1900. But once you're dealing with such large number you are very quickly at your withdraw max...

All in all, it could very well be down, but still risky as fuck.

>>2273493
That being said, I'd rather stay at my trading ascending triangle tactic.