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Welcome

Data. Analysis. Backtesting. AI.

Risk Analytics
Reports from a risk perspective

Risk Reports

Our Offerings

Risk Articles

Check out our articles section to gain valuable insights on cryptocurrency risk(s), current market events, and deeper explanations of the markets. We also write educational pieces for developing machine learning models, utilizing Python for analysis, and other data science techniques.

Free Historical Data

We are proud to provide historical cryptocurrency price data in time series format for three main time intervals: Daily, Hourly, and Minute! Each time series includes Opening price, High price, Low price, and Closing price (OHLC format) data, plus volume data and is organized by cryptocurrency exchange. Some exchanges will also include historical transactional data (trade prints), bid/ask spreads, and orderbook snapshots. All data sets are FREE and in easy to download CSV format. We are confident that you will not find a greater resource of free cryptocurrency data in one place!

Interactive Analytics

We provide interactive cryptocurrency market insights for cryptocurrency Market Risk, including: Value at Risk coin profiles for BTC, ETH, XRP (and others), Multi Asset portfolio VaR , and a 20+ asset Correlation HeatMap. Interactively inspect where large transactions are taking place across multiple exchanges with the Whale Scope Transaction Viewer. Market Risk arises primarily from movement in the market. We also provide volatility analysis and reporting, liquidity analysis, and statistical insights. All of our reporting is now FREE

About us

CryptoDataDownload first saw a need for cryptocurrency data in an aggregated place for research in late 2017 and sought to fulfill it. Not only have we established ourselves as the preferred destination for FREE historical cryptocurrency data, we produce institutional level analytics and reporting for cryptocurrency market risks. Please freely download the historical data we offer to use as a starting point into your own research or analysis.

Leader in Free Data

CryptoDataDownload was one of the first to offer free historical cryptocurrency data in an easy to download format (CSV) all in one place.

Leader in Risk Analytics

We continue to lead in the space by being the sole provider of market risk reporting metrics and analytics. You won't find interactive analytical content like this anywhere else!

Interactive Reports & Analytics

Value at Risk (VaR) Reports

Value at Risk (VaR) is a commonly used Market Risk metric that is used to quantify and compare downside risks across different products, and it estimates the size of a potential loss over a time period and statistical confidence level.

.. plus many more!

  • Multi Asset Portfolio Risk Simulator - Uses historical simulation to generate PnL vectors for a multi asset portfolio; gauges multi asset portfolio VaR
  • Volatility Analysis and Projections

    Volatility analysis reports use both the popular EMWA and GARCH volatility projection methodologies to produce high and low estimates for the next trading day that fall within certain statistical confidence levels. COMING SOON

    Liquidity and Volume Analysis

    Liquidity and volume reports analyze and track signs of institutional activity, spread, depth, buy/sell ratios, wait time between trades, price elasticity, and volume by time of day; all of which may vary by exchange.

  • Whale Scope Transactional Viewer - View the top 30,000 transactions across multiple exchanges to spot large players
  • Gemini Exchange Transactional Viewer - Includes block & auction activity; monitor large transactions from the previous day
  • Bitfinex Exchange Transactional Viewer - Monitor & review large transaction(s) for multiple assets from the previous day
  • Statistical Data Mining

    Statistical analysis reports are an exploration of the underlying data sets and coin profiles from the statistically minded perspective; Seasonality studies, distribution examination, and more under development

  • Correlation HeatMap - Explore correlation changes across 20+ assets using Pearson's, Spearman's or Kendall's correlation equation & 4 different timeframes
  • Risk Reports analyze the data from a risk perspective

    Reports ordered by Symbol and Type. All reports updated daily.

    WHAT PEOPLE SAY

    Please visit our blog to read about risk tactics and theory. We offer more in depth guides for interpreting our risk reports HERE.

    There are many places to find data sets, but without programming skills, you will need to buy pre-built backtesting software to test your trading strategies. There are many vendors out there for this service; BuildAlpha offers backtesting software that includes a multitude of pre-built strategies.

    ConvertCSV is a great free site that allows you to convert CSV files into virtually anything for free