commit 108ecb4bfe87b6c06c2673197f46484aeb612c9d Author: Zachary Levy Date: Sun Mar 8 12:24:14 2026 -0700 So it begins... diff --git a/README.md b/README.md new file mode 100644 index 0000000..6c82145 --- /dev/null +++ b/README.md @@ -0,0 +1,68 @@ +# Gilgal + +## General Notes +- Don't start backprop until we've run through as many steps as we backprop. + +## Meta Meta Parameters +- Target max period of 1 week initially + - This is max period shift of 12 with 5 minute steps because 2^11 is 2048 and max period shift is exclusive. +- Max number of network parameters: 2.1 billion will make the graph data ~210GB which should leave us with enough for history storage. + - 2.1 billion parameters would be a network size of approximatly 42GB. + +## Inputs + +Haven't decided normalization strategy yet. + +- Token 5 minute candle (all fields) +- Bitcoin 5 minute candle (all fields) +- S&P 5 minute candle (all fields) +- NASDAQ 5 minute candle (all fields) +- Gold 5 minute candle (all fields) +- Copper 5 minute candle (all fields) +- Oil 5 minute candle (all fields) +- US 3 month bond yield +- US 2 year bond yield +- US 10 year bond yield +- US 30 year bond yield +- Ratio of day complete (time UTC) +- Ratio of week complete (time UTC) +- Ratio of year complete (time UTC) +- Ratio of Bitcoin halving complete (4 years is 1 and we go slightly over 1 as time goes slightly over 4 years) +- Source: BittsAnalytics + - Token hourly trader/invester sentiment index + - Token hourly trader/investor number of social mentions (crypto_indices_volume) + - Token hourly small following sentiment index + - Token hourly small following number of mentions (crypto_indices_volume) + - Token hourly medium following sentiment index + - Token hourly medium following number of mentions (crypto_indices_volume) + - Token hourly large following sentiment index + - Token hourly large following number of mentions (crypto_indices_volume) + - Crypto daily fear and greed index +- Source: Semrush + - Token monthly global search volume (previous month) +- Source: Glassnode + - Token 10 minute number of transactions + - Token 10 minute mean transaction fee + - Token 10 minute total transaction fees + - Token entity supply distribution + - Token 10 minute total transfer volume to exchanges + - Token 10 minute total transfer volume from exchanges + - Token 10 minute hodler net position change + - Token 1 day long-term holder net position change + - Token long term holder NUPL + - Token short term holder NUPL + - Token 10 minute realized price + - Token percent supply in profit + - Token 1 hour realized profits to value ratio +- Fed funds rate +- US Consumer Price Index +- US Producer Price Index +- US unemployment +- OECD Consumer Confidence Index +- Case-Shiller Housing Index + +## Web APIs + +- Crypto data: [Glassnode](https://docs.glassnode.com/basic-api/endpoints) +- Crypto social sentiment: [BittsAnalytics](https://www.bittsanalytics.com/cryptocurrency_api.php#introduction-to-crypto-sentiment-api-and-other-api-endpoints) +- Search keyword report: [Semrush](https://developer.semrush.com/api/v3/analytics/keyword-reports/)