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ATTENTION MARKET NERDS! A book about EVE trading strategies...

Author
Gallente Federation
#1 - 2017-04-22 01:01:53 UTC
Greetings all! I'm a third party developer recently spending most of my EVE time trading in the markets. Given I write tools for EVE, my approach has focused on writing code to explore quantitative strategies, verify with back testing, etc.

I decided to start writing an "open source" book documenting what I've done. You can find the project here. There are instructions for compiling
the book, or you can access one of the pre-compiled versions as follows (web tends to be best in terms of formatting):

Web
Markdown
PDF
EPub
Mobi (Kindle)
Word

There are two chapters so far, with four more planned as described in the preface. I've tried to make the book accessible to anyone interested in EVE's markets, but you'll have to be comfortable writing code to get the most out of the book. You'll find source in the project, as well as all the Jupyter notebooks I reference in the examples. There should be sufficient technical detail to guide others interested in performing similar analysis.

This is v1 and I've doubtless made mistakes and idiotic comments in the text. But as this is an open souce book, feel free to raise issues in the GitHub project, or even submit pull requests. I'm also open to suggestions for other topics or content to add.

Enjoy!

Use EveKit ! - Tools for EVE Online 3rd party development

#2 - 2017-04-22 02:24:10 UTC
kk

@JerryTPepridge

Templis CALSF
#3 - 2017-04-28 20:58:35 UTC
Wow! I'm not sure I'm nerd enough.

"Because CCP does not yet provide individual trade information, we’re left to infer trade activity ourselves."

I guess this separates the olds from the youngs (look at me not sexist). It seems surprising that all these years later and we still cannot access this data in any form. Right?

Great stuff, keep going!
Gallente Federation
#4 - 2017-04-29 01:20:53 UTC
Quazar Doosan wrote:
Wow! I'm not sure I'm nerd enough.

"Because CCP does not yet provide individual trade information, we’re left to infer trade activity ourselves."

I guess this separates the olds from the youngs (look at me not sexist). It seems surprising that all these years later and we still cannot access this data in any form. Right?

Great stuff, keep going!


It is indeed unfortunate that CCP hasn't released trade data, even delayed data would be useful. Since you can infer some of the trades just by looking at the book, my guess is they haven't released this for technical reasons, but who knows.

Thanks for the kind words. I've just started on chapter 3 - Market Making (aka Station Trading).

sal

Use EveKit ! - Tools for EVE Online 3rd party development

Gallente Federation
#5 - 2017-05-06 19:00:45 UTC
While writing the next chapter on market making (aka station trading) I discovered a problem in order book data. Specifically, orders can sometimes disappear from the book, then appear again later. From what I can tell, the problem is still happening, even under the new ESI (c.f. https://github.com/ccpgames/esi-issues/issues/374). I see the problem extending back several months for the historic data I keep here.

Fortunately, there's a pretty simple work around to fill most of the gaps. I implemented this fix in the libraries I use in the book, then went back and updated the relevant examples in the text. You can read an explanation of the problem (including a fix) in Example 4.

Back to writing about market making!

Use EveKit ! - Tools for EVE Online 3rd party development

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