Leverage Comprehensive Pre-Trade Data
Use Cases
Calculate Price Slippage
Simulating price slippage is inaccurate. Amberdata provides the raw data so you can calculate accurate slippage in order to:
- Understand price impact and full order book depth.
- Develop sophisticated algorithms for high-frequency trading.
- Avoid large losses in volatile markets.
Leverage Bid-Ask Spread
Calculate bid-ask spread or market depth to:
-
Understand the liquidity of an asset or market.
-
Develop profitable trading strategies around tight or large spreads.
-
Determine the fair market value of a cryptocurrency.
-
Predict volatility and price movements.
Generate Alpha
-
Identify support and resistance levels to make better-informed trades.
- Predict future price movements and capitalize on market-making opportunities.
- Gauge market sentiment and implement trading strategies
-
Find and execute arbitrage opportunities.
Backtest Trading Strategies
With historical order book data as far back as 2017,
- Study historical trends within cryptocurrency assets or markets.
- Train models to inform future strategies.
- Perform quantitative analysis or research.
Calculate Price Slippage
Simulating price slippage is inaccurate. Amberdata provides the raw data so you can calculate accurate slippage in order to:
- Understand price impact and full order book depth.
- Develop sophisticated algorithms for high-frequency trading.
- Avoid large losses in volatile markets.
Leverage Bid-Ask Spread
Calculate bid-ask spread or market depth to:
-
Understand the liquidity of an asset or market.
-
Develop profitable trading strategies around tight or large spreads.
-
Determine the fair market value of a cryptocurrency.
-
Predict volatility and price movements.
Generate Alpha
-
Identify support and resistance levels to make better-informed trades.
- Predict future price movements and capitalize on market-making opportunities.
- Gauge market sentiment and implement trading strategies
-
Find and execute arbitrage opportunities.
Backtest Trading Strategies
With historical order book data as far back as 2017,
- Study historical trends within cryptocurrency assets or markets.
- Train models to inform future strategies.
- Perform quantitative analysis or research.
Calculate Real-Time Price Slippage
Leverage deep order book data to quantify price slippage across assets and exchanges like GDAX or Binance.