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
- Crypto social sentiment: BittsAnalytics
- Search keyword report: Semrush