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QCU-Backtesting Bitcoin! Custom Data Demonstration

In this QuantConnect University algorithm we import Bitcoin daily data and use it as a tradable security! The boilerplate strategy just buys $100k BTC and holds until today.

This as an example of how import custom data. You can either use custom data as indicators, or in this case use data to create a *fully fledged security* for trading. Because its daily data the backtest takes a few seconds :)

Data has been imported from Quandl. I'd recommend signing up there and getting your own API key. Append your access token to the data source URL.
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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.



Thanks this is great!
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Oh wow. That is very, very cool. I can't wait to play with that.
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Interestingly even with 8000% return its still only 1.5 sharpe because of the huge volatility in BTC
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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.


I just recently had a look at the code and I see that Quandl is only giving daily data. In there anywhere where one can import more higher resolution data for BTC and other cryptocurrencies?

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Update Backtest





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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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