Live CryptoData StatArb in C++

In this video I use C++ to stream Bitcoin and Ethereums prices and conduct a Statistical Arbitrage forward test to see if there is any hidden profits which can be caught using the two pairs spread fluctuations. Note that this is not profitable, it is just meant to show how to import WebSocket feeds and run quantitative analysis on them.
The code for this video is located at:
github.com/MoQ...

[@Maximus98245]

Another excellent video!! MoQuant, if you are looking for an idea, I would love to see CME MDP3 data handler and maybe order book construction. It’s hard to get real-time CME data but pcap files are available.

[@moquant]

I will look into it thank you!