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