louisoutin
commented
3 years ago This might help: https://github.com/ZhengyaoJiang/PGPortfolio/issues/23
Open jnenx opened 3 years ago
louisoutin
commented
3 years ago This might help: https://github.com/ZhengyaoJiang/PGPortfolio/issues/23
Hi,
The algo selects coins for the highest volume on the last 30 days. There are some coins that just don´t make sense, for example:
A coin that was delisted, or only introduced recently - no data for training.
Another bad coin data is reverse coins, I believe that will really mess up things with ML since it is reversed.
Another concern is using coins that are not pegged to the same pair, like ETH/BTC and ETH/USDT. There is supposed to be a zero-risk cash, be that BTC or USDT.
Yet another case is using the same coin that is pegged to different stable coins, like ETH/USDT and ETH/USDC. That is actually two pairs but virtually the same data.
Do you filter our those coins? How to deal with that?
Thanks again,
Jose