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hudson-and-thames / mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
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Barriers to entry – tick data #115

Closed robertmartin8 closed 5 years ago

robertmartin8 commented 5 years ago

Hi,

In the documentation, you mention that you purchased tick data. Just wanted to notify you of a couple of free sources that I managed to find back when I was playing around with Advances in Financial Machine Learning.

  1. Dukascopy. Offers free historical tick data for some futures, though you do have to register.
  2. Most crypto exchanges offer tick data but not historical (see Binance API). So you'd have to run a script for a few days.

Thought that these might be worth mentioning in the docs.

Best, Robert

Jackal08 commented 5 years ago

Hi @robertmartin8,

Thanks for your recommendation. I have just added your suggestion to the docs: https://mlfinlab.readthedocs.io/en/latest/getting_started/barriers_to_entry.html

Best regards Jacques