This jupyter lab notebook will take the observer through an arbitrage analysis between two cryptocurrency exchanges, Bitstamp and Coinbase during the pandemic. This analysis showcases how early on during an arbitrage opportunity the potential to profit is much higher compared to later when the two exchnages equilibrate and any spread between the two exchanges diminishes.
Language: Python 3.9.12
Libraries used:
Pandas - For the creation and visualization of Data Frames
Jupyter Labs - An ipython kernel for interactive computing in python
If you are using an anaconda or a conda environment chances are pandas and jupyter labs are already installed in your virtual environment.
If they are not then run:
pip install pandas
pip install jupyterlab
To run this jupyter lab notebook you will need to use GitBash and navigate to where you have exported the files associated with this project.
Next you will need to perform the following
This will open a jupyter lab notebook in your default browser.
Next open 'crypto_arbitrage.ipynb' and click
This will run the entire notebook. Make sure to follow the pseudocode to see what I have coded and what is being displayed.
Here are a few snippets of what you can find in this project
Bitstamp vs Coinbase Closing Prices:
Bitstamp Data Used:
Created by Silvano Ross while in the UW FinTech Bootcamp
Contact Info: email: silvanoross3@gmail.com | GitHub | LinkedIn