OHLC + REDDIT

[JFLXB]

Description

Run the Experiment for the following setup 3 times for a window_size of 30.

Attributes

["open", "high", "low", "close", "tick_volume", "spread", "real_volume", "reddit_mention_count", "reddit_mention_mean", "reddit_mention_std", "reddit_mention_min", "reddit_mention_25"%", "reddit_mention_50%", "reddit_mention_75%", "reddit_mention_max", "reddit_postitive_score_count", "reddit_postitive_score_mean", "reddit_postitive_score_std", "reddit_postitive_score_min", "reddit_postitive_score_25%", "reddit_postitive_score_50%", "reddit_postitive_score_75%", "reddit_postitive_score_max", "reddit_negative_score_count", "reddit_negative_score_mean", "reddit_negative_score_std", "reddit_negative_score_min", "reddit_negative_score_25%", "reddit_negative_score_50%", "reddit_negative_score_75%", "reddit_negative_score_max", "reddit_positive_mention_count", "reddit_positive_mention_mean", "reddit_positive_mention_std", "reddit_positive_mention_min", "reddit_positive_mention_25%", "reddit_positive_mention_50%", "reddit_positive_mention_75%", "reddit_positive_mention_max", "reddit_negative_mention_count", "reddit_negative_mention_mean", "reddit_negative_mention_std", "reddit_negative_mention_min", "reddit_negative_mention_25%", "reddit_negative_mention_50%", "reddit_negative_mention_75%", "reddit_negative_mention_max", "reddit_score_count", "reddit_score_mean", "reddit_score_std", "reddit_score_min", "reddit_score_25%", "reddit_score_50%", "reddit_score_75%", "reddit_score_max"]

Sub-Tasks

These window sizes should be tested after running the experiment 3 times using the default window_size of 30.

• [ ] window_size: 1
• [ ] window_size: 5
• [ ] window_size: 30
• [ ] window_size: 60
• [ ] window_size: 360
• [ ] window_size: 720
• [ ] window_size: 1440
• [ ] window_size: 10080