IV-League-DAO / option-trading-simulator

option trading-simulator
MIT License
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Additional historical data #18

Open lukaskiss222 opened 1 year ago

lukaskiss222 commented 1 year ago

Describe the Solution We need to gather more historical data to create better strategies

Tasks Gather these historical data 1h data (if you can not find 1h data try to find 1d)

When is it considered Done? You have created for each data type script/jupyter notebook, which can fetch the newest data. These notebooks should be put inside data-analysis repo inside folder gatherData

Fetched data should be uploaded to google drive

bobe2 commented 1 year ago

I have added agg volume, eth gas, and annaulized funding rates, the liq levels are a little harder to get and also the OI is what else is on my mind. Is there any other data sources that people think would be useful? I guess we can run cross section options stuff? equity vol and btc vol?

MysticDakra commented 1 year ago

@bobe2 let us know if we have this answered if we dont lets discuss in the weekly checkin