Post
Topic
Board Speculation
Re: BTC pricing models
by
quantsig
on 06/04/2013, 19:57:19 UTC
ok i get it, it gives you a buy or sell snapshot

as far as training can't you use the three years of daily data we have historically ? or do you need more than that / consider the first couple not high enough quality ? would be interested to see more snapshots when you consider it trained
Output indicates what the model believes the instrument price should be. So a positive diverg can be considered potential undervalue vs. a negative diverg indicating potential overvalue.

Quality of data is a real problem going back in time with BTC. We decided to forgo attempting to massage historical data due to the low liquidity and poor quality of the available sources. As it is, we have been capturing live data properly for long enough to begin development, but not yet production models. Provided the modeler can handle the volatility (which we are very anxious to see), we should be able to publish production models within the next month or so.