Hello,
I am researching ways how to trace transactions and hot and cold wallets of exchanges, gambling sites, cantors, mixer.s What sources of data could I use? What algorithms and scripts would be useful to do this?
There are some research about blockchain analysis, try to search it on
https://arxiv.org/ and
http://vixra.org/. All research certainly share their algorithm/math formula (which can be used to create script) and sources of the data (doesn't mean they always share it). But not all of them are peer reviewed.
If you haven't download whole Bitcoin blockchain, you should do it now.
Maybe, do you have some interesting articles about this issue?
Breaking Mixing Services, but it's specific about mixer.