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6507227 No.6507227 [Reply] [Original]

Has anyone given serious crypto modeling a shot? Maybe something like a random walk with varying drift based on sentiment analysis?

>> No.6507256

>random walk
>sentiment analysis

OP, are you fucking retard?

>> No.6507297

EMH Crypto version?

>> No.6507330

>>6507256
You are clearly not familiar with any of the words he listed. The cryptomarkets are literally almost only sentiment driven, I don't think we can apply the random walk, since that would imply semi-strong efficiency.

>> No.6507478

>>6507256
fucking kek

Get real OP, trying to study crypto with that knowledge you picked up in academia is like trying to apply some advanced ML model to the random betting of drunkards on the outcome of games of darts or some shit.

Prices in this market are purely a function of the number of stupid people who have been shilled a coin and are willing to throw their fiat at it.

>> No.6507581

>>6507478
Shiller's fads model
>literally means market is driven by sentiment and not rational behavior.
This shit is text book behavioral finance

>> No.6507680

There's better ways to model crypto but they're not really price driven

>> No.6507760

>>6507227
Yes, it is working as intended. If certain parameters shoot up in the next day or so, we will see a btc run. It has been right over 80% in terms of pointing to a run within a 7 day period. Last time it pointed at Nov 11.

>> No.6507775

>>6507227
easier to just buy cheap stuff while the total crypto market cap is trending up

>> No.6507786
File: 39 KB, 730x438, robert-shiller-730x438.jpg [View same] [iqdb] [saucenao] [google]
6507786

>>6507581
>Shiller's fads model
this guy?

https://www.leaprate.com/cryptocurrency/bitcoin/yales-robert-shiller-calls-bitcoin-gold-fads/

>> No.6507812

>>6507680
This.

>> No.6507860

>>6507297
>>6507330
>>6507680
good points. OLS with sentiment index, got it

>> No.6507925

>>6507786
Exactly.

>> No.6508183

I’ve got an evaluation model I have been running simulations through and they’ve been fairly accurate at picking up moon coins. Give me a coin and I’ll run it through anon — will output “BUY” or “AVOID”.

>> No.6508230

>>6508183
Haha I want to try this shit
iExec pls

>> No.6508263

>>6508183
When btc is sleeping you can choose almost at random and make gains.

>> No.6508294

>>6508183
LINK

>> No.6508339

>>6508183
CAN

>> No.6508381

>>6508183
QRL

>> No.6508426

>>6508339
repeat after me: the floor is at 0

>> No.6508612

>>6508230
>>6508294
>>6508339
>>6508381
not that guy, I'm his AI posting for him....
my calculations say AVOID ALL

>> No.6508827

>>6508230
AVOID

>>6508294
AVOID

>>6508339
BUY

>>6508381
AVOID


— closest to being “BUY” other than CAN was QRL.

>> No.6508918

>>6508827

The full list of simulations I ran today:

ICX 0.08 BUY
VEN 0.10 BUY
XRB 0.30 AVOID
DRGN 0.03 BUY
OPT 0.10 BUY
COLX 0.38 AVOID
LRC 0.08 BUY
LTC 0.48 AVOID
NEO 0.20 BUY
ZCL 0.40 AVOID
BTDX 0.33 AVOID
TRX 0.38 AVOID
ETC 0.40 AVOID
DGB 0.55 AVOID
NEBL 0.25 BUY
SNOV 0.25 BUY
HPB 0.15 BUY
NCT 0.13 BUY
KMD 0.25 BUY
BAT 0.23 BUY
NXT 0.43 AVOID
COB 0.23 BUY
POE 0.25 BUY
ELF 0.30 AVOID
RLC 0.38 AVOID
LINK 0.38 AVOID
CAN 0.13 BUY
QRL 0.35 AVOID

>> No.6508944

>>6508183
POE

>> No.6508945

>>6508827
Lmao look at this guys can bags

>> No.6508963

>>6508918

#’s in the middle indicate risk level — closer to 0 the lower risk it is!

Merry Christmas ya filthy animals.

>> No.6509002

>>6508918
What does the number represent? Probability of expected returns based on historical data?

>> No.6509015
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6509015

>>6508918
>>6508827
>tfw CAN might actually have a floor

>> No.6509037
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6509037

>>6508827

>> No.6509052

>>6509002
>>6508963

>> No.6509101

>>6508918
>avoiding link
Your model is broken. I-it has to be. Reeeee

>> No.6509192

>>6508183
>>6508918
any tips on coding a trading bot anon?

>> No.6509263

>>6509192
Crypto market doesn’t follow standard principles. Work on building a risk matrix for evaluating a rule set — asking questions of each crypto and grading on a scale

>> No.6509538

>>6509263
>tfw don't understand any of that
where do I start if im a brainlet that wants to not stay poor

>> No.6509692

>>6507227
uhh sentimental analysis, yes. most algo traders use it. Google trends, tweepy, reddit scraping, etc.

random walks? no. how would that help? (yes i know youre talking about the stochastic process)

I use a neural network classifier myself.
>t. ML engineer

>> No.6509706

>>6509538
Make a list of coins and start ranking them subjectively first.

Then find data to rank them further with less subjectiveness (example: $10M market caps).

Then build a preference set — $10M market cap, 50M circulating coins, within top X hundred... etc...

Soon you start building this out, in excel, and you have a table that progresses from subjective / opinionated sorting/ranking to scientific analysis/sorting based upon criteria that you developed.

Then once you have criteria build out in excel / google sheets, use python and a coin api to pull in data and filter through your criteria via simple code and you can now run through the full 1400 coins.

Does that help?

>> No.6509722

>>6509538
www google com

>> No.6509765

>>6509706
thank you anon, I guess I need to buy a python book first

>> No.6509894
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6509894

>>6507227
lol no.. i'm not an attention whore or have tits, so noone will give me crypto for modelling

>> No.6510061

No XLM?

>> No.6510331

>>6510061
XLM is a BUY

>> No.6510593

>>6509692
cool approach, what are your inputs?