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Hi all,
I've tested a fairly simple technical analysis model on Crypto currencies. I noticed quite a strange thing, when switching brokerage model (GDAX vs Bitfinex) the results differ significantly, from 20% PSR to 37% PSR. Looking more closely at the orders it seems to mainly come down to a somewhat different price from the two brokers, also occasionally resulting in a different order as the indicator will differ. Is this purely down to arbitrage differences between the brokers or could there be something else here?
Anyone having some more experience with this, as with such difference it makes it hard to know if the results are reliable.
Derek Melchin
Hi Quanter123,
This is a result of the difference in prices between the exchanges as reported by the data providers.
Best,
Derek Melchin
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Quanter123
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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