Data for Hurst Exponent Strategy

Quant Trading Strategies & Ideas
1

Dear Quantra Community,



Please kindly have a look at this line of code



df1 = pd.read_csv('…/data_modules/1min_ETHUSDT.csv').iloc[-100000:]


Set the timestamp to be the index for the data

df1 = df1.set_index('Timestamp')



Since we were using 1 minute ETH data, I want to test Hurst Exponent strategy on other currencies such as BTC, DOGE. Could anyone guide me in this if possible how to retrieve such data f=in python of similar timescale, even if one day.



Thank you

Daanial Ahmad

2

Hi,



You can get the data for other cryptocurrencies from Alpaca using their Python API. You can find the documentation here. However, please carry out the necessary due diligence before getting the data.