Cryptocurrency Bitcoin

Coin Market Cap

Have a look at the Coin Market Cap website. It is similar to Yahoo Finance.

There is the R package coinmarketcap that provides an API connection.

Unfortunately the API only provides current day data. Their website says Historical Data is Coming Soon.

But to see which Coins are most valuable.

Does this plot seem correct?

library(coinmarketcapr)
plot_top_5_currencies()

library(tidyverse)
market_today <- get_marketcap_ticker_all()
market_today <- as_tibble(market_today)
market_today <- market_today %>% mutate(
  rank = as.numeric(rank), 
  price_usd = as.numeric(price_usd),
  price_btc = as.numeric(price_btc),
  X24h_volume_usd = as.numeric(X24h_volume_usd),
  market_cap_usd = as.numeric(market_cap_usd),
  available_supply = as.numeric(available_supply),
  total_supply = as.numeric(total_supply),
  max_supply = as.numeric(max_supply),
  percent_change_1h = as.numeric(percent_change_1h),
  percent_change_24h = as.numeric(percent_change_24h),
  percent_change_7d = as.numeric(percent_change_7d),
  last_updated = as.numeric(last_updated)
)
market_today <- filter(market_today, rank <= 5)
market_today

ggplot(market_today, aes(symbol, price_usd), horizontal = TRUE) +  geom_bar(stat="identity")

ggplot(market_today, aes(symbol, price_usd), horizontal = TRUE) +  geom_bar(stat="identity") + scale_y_log10() + ylab("log_10(price_usd)")

NA

library(treemap)
df1 <- na.omit(market_today[,c('id','market_cap_usd')])
df1$market_cap_usd <- as.numeric(df1$market_cap_usd)
df1$formatted_market_cap <-  paste0(df1$id,'\n','$',format(df1$market_cap_usd,big.mark = ',',scientific = F, trim = T))
treemap(df1, index = 'formatted_market_cap', vSize = 'market_cap_usd', title = 'Cryptocurrency Market Cap', fontsize.labels=c(12, 8), palette='RdYlGn')

YouTube Siraj

His recent video Ethereum Future Price Prediction is all about forecasting Etherium with a LSTM NN.

Finviz

If you like this visualization, check out finviz.

Yahoo Finance again

Sop back to quantmode and using the Yahoo Finance API.

Bitcoin

library(quantmod)

Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric


Attaching package: ‘xts’

The following objects are masked from ‘package:dplyr’:

    first, last

Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.
Learn from a quantmod author: https://www.datacamp.com/courses/importing-and-managing-financial-data-in-r

portfolio = c("BTC-USD","ETH-USD","LTC-USD","XRP-USD","ADA-USD")
getSymbols(portfolio, src="yahoo", from="2017-01-01")

‘getSymbols’ currently uses auto.assign=TRUE by default, but will
use auto.assign=FALSE in 0.5-0. You will still be able to use
‘loadSymbols’ to automatically load data. getOption("getSymbols.env")
and getOption("getSymbols.auto.assign") will still be checked for
alternate defaults.

This message is shown once per session and may be disabled by setting 
options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.

WARNING: There have been significant changes to Yahoo Finance data.
Please see the Warning section of ‘?getSymbols.yahoo’ for details.

This message is shown once per session and may be disabled by setting
options("getSymbols.yahoo.warning"=FALSE).

[1] "BTC-USD" "ETH-USD" "LTC-USD" "XRP-USD" "ADA-USD"

tail(`BTC-USD`)

           BTC-USD.Open BTC-USD.High BTC-USD.Low BTC-USD.Close BTC-USD.Volume BTC-USD.Adjusted
2018-01-13     13841.19     14595.04    13830.28      14243.12     1021352776         14243.12
2018-01-14     14244.12     14415.67    13031.91      13638.63     1112590573         13638.63
2018-01-15     13638.63     14355.82    13416.71      13631.98     1170462750         13631.98
2018-01-16     13634.60     13648.84    10032.69      11282.49     3842651741         11282.49
2018-01-17     11282.49     11736.30     9205.38      11162.70     3666978316         11162.70
2018-01-18     11162.70     12018.43    10642.33      11175.52     2357251805         11175.52

chartSeries(`BTC-USD`)

barChart(`BTC-USD`,theme='white.mono',bar.type='hlc')

chartSeries(`BTC-USD`,TA="addVo();addBBands();addCCI();addDEMA();addZLEMA()")

Etherium

tail(`ETH-USD`)

           ETH-USD.Open ETH-USD.High ETH-USD.Low ETH-USD.Close ETH-USD.Volume ETH-USD.Adjusted
2018-01-13      1261.06      1422.86     1261.01       1385.02      744906594          1385.02
2018-01-14      1385.02      1389.32     1267.48       1359.48      610496132          1359.48
2018-01-15      1359.38      1381.35     1271.07       1278.69      537797572          1278.69
2018-01-16      1278.70      1282.27      864.23       1050.26     1931700742          1050.26
2018-01-17      1050.26      1115.66      764.75       1024.69     2034010888          1024.69
2018-01-18      1024.90      1093.90      949.56       1012.97     1117430433          1012.97

chartSeries(`ETH-USD`)

barChart(`ETH-USD`,theme='white.mono',bar.type='hlc')

chartSeries(`ETH-USD`,TA="addVo();addBBands();addCCI();addDEMA();addZLEMA()")

Litecoin

tail(`LTC-USD`)

           LTC-USD.Open LTC-USD.High LTC-USD.Low LTC-USD.Close LTC-USD.Volume LTC-USD.Adjusted
2018-01-13       235.35       262.87      235.30        257.94      176341211           257.94
2018-01-14       257.94       268.81      231.43        236.86      189083699           236.86
2018-01-15       236.86       244.40      230.79        231.89      110848991           231.89
2018-01-16       231.89       232.40      147.78        183.86      473245937           183.86
2018-01-17       183.70       204.56      136.45        188.21      458374670           188.21
2018-01-18       188.14       208.37      175.46        191.03      274884322           191.03

chartSeries(`LTC-USD`)

barChart(`LTC-USD`,theme='white.mono',bar.type='hlc')

chartSeries(`LTC-USD`,TA="addVo();addBBands();addCCI();addDEMA();addZLEMA()")

Ripple

tail(`XRP-USD`)

           XRP-USD.Open XRP-USD.High XRP-USD.Low XRP-USD.Close XRP-USD.Volume XRP-USD.Adjusted
2018-01-13         2.02         2.10      1.9600          2.00      194844832             2.00
2018-01-14         2.00         2.00      1.7600          1.83      185909079             1.83
2018-01-15         1.83         1.88      1.6300          1.66      178452052             1.66
2018-01-16         1.66         1.68      0.8696          1.15      970771226             1.15
2018-01-17         1.15         1.38      0.8747          1.31      929665358             1.31
2018-01-18         1.31         1.73      1.2300          1.57      877858800             1.57

chartSeries(`XRP-USD`)

barChart(`XRP-USD`,theme='white.mono',bar.type='hlc')

chartSeries(`XRP-USD`,TA="addVo();addBBands();addCCI();addDEMA();addZLEMA()")

Cardano

tail(`ADA-USD`)

           ADA-USD.Open ADA-USD.High ADA-USD.Low ADA-USD.Close ADA-USD.Volume ADA-USD.Adjusted
2018-01-13       0.8983       0.9590      0.8329        0.8790        6400745           0.8790
2018-01-14       0.8570       0.8576      0.7627        0.7922       36370057           0.7922
2018-01-15       0.8000       0.8666      0.7500        0.7700        3956914           0.7700
2018-01-16       0.7724       0.7952      0.4500        0.6100       14442780           0.6100
2018-01-17       0.6000       0.6839      0.4340        0.6242       15237720           0.6242
2018-01-18       0.6250       0.6996      0.6000        0.6500        2108397           0.6500

chartSeries(`ADA-USD`)

barChart(`ADA-USD`,theme='white.mono',bar.type='hlc')

chartSeries(`ADA-USD`,TA="addVo();addBBands();addCCI();addDEMA();addZLEMA()")