Crypto volatilities usually go up in bursts and are always followed by a structure break because of imbalance in number of informed and uninformed traders. I think this paper by Marcos Lopez de Prado about VPIN and Flash Crash will be the most important paper from perspective of this competition.
\nhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695041
", "messages": [ { "id": 1568554, "postDate": "2021-11-02T21:00:45.303Z", "content": "Crypto volatilities usually go up in bursts and are always followed by a structure break because of imbalance in number of informed and uninformed traders. I think this paper by Marcos Lopez de Prado about VPIN and Flash Crash will be the most important paper from perspective of this competition.
\nhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695041
", "rawMarkdown": "Crypto volatilities usually go up in bursts and are always followed by a structure break because of imbalance in number of informed and uninformed traders. I think this paper by Marcos Lopez de Prado about VPIN and Flash Crash will be the most important paper from perspective of this competition.\n\nhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695041", "votes": 17 }, { "id": 1568588, "postDate": "2021-11-02T21:59:19.457Z", "content": "Almost all Marco Lopez content is important for this competition, hes doing such a good job ^^
", "rawMarkdown": "Almost all Marco Lopez content is important for this competition, hes doing such a good job ^^", "votes": 3, "replies": [ { "id": 1568590, "postDate": "2021-11-02T22:03:33.443Z", "content": "Totally agree.. His book \"Advances in Financial Machine Learning\" is only one of it's kind comprehensive source on financial machine learning.
", "rawMarkdown": "Totally agree.. His book \"Advances in Financial Machine Learning\" is only one of it's kind comprehensive source on financial machine learning.", "votes": 2 } ] }, { "id": 1568645, "postDate": "2021-11-02T23:57:16.563Z", "content": "how did you guys install the gresearch_crypto module?
", "rawMarkdown": "how did you guys install the gresearch_crypto module?\n\n", "votes": 1, "replies": [ { "id": 1568653, "postDate": "2021-11-03T00:19:41.903Z", "content": "If you are using Kaggle just import as seen here
\nelse u should download first the gresearch_crypto folder and use sys.path.append(gresearch_crypto_folder_path) to read library and then import
To fun locally you need to have python 3.7, not other versions.
", "rawMarkdown": "To fun locally you need to have python 3.7, not other versions.", "votes": 3 } ] }, { "id": 1573600, "postDate": "2021-11-06T19:03:31.490Z", "content": "Lmao no it isn't
", "rawMarkdown": "Lmao no it isn't", "replies": [ { "id": 1574390, "postDate": "2021-11-07T14:02:28.470Z", "content": "It was supposed to be 😃, but things turned out very different way.
", "rawMarkdown": "It was supposed to be 😃, but things turned out very different way." } ] }, { "id": 1568573, "postDate": "2021-11-02T21:28:41.593Z", "rawMarkdown": "", "isDeleted": true } ], "comments": [ { "id": 1568588, "author_name": "Wwwwwwww", "author_url": "", "post_date": "2021-11-02T21:59:19.457000", "content": "Almost all Marco Lopez content is important for this competition, hes doing such a good job ^^
", "votes": 3, "replies": [ { "id": 1568590, "author_name": "Shahnawaz Akhtar", "author_url": "", "post_date": "2021-11-02T22:03:33.443000", "content": "Totally agree.. His book \"Advances in Financial Machine Learning\" is only one of it's kind comprehensive source on financial machine learning.
", "votes": 2, "replies": [] } ] }, { "id": 1568645, "author_name": "ElliotGross19", "author_url": "", "post_date": "2021-11-02T23:57:16.563000", "content": "how did you guys install the gresearch_crypto module?
", "votes": 1, "replies": [ { "id": 1568653, "author_name": "Wwwwwwww", "author_url": "", "post_date": "2021-11-03T00:19:41.903000", "content": "If you are using Kaggle just import as seen here
\nelse u should download first the gresearch_crypto folder and use sys.path.append(gresearch_crypto_folder_path) to read library and then import
To fun locally you need to have python 3.7, not other versions.
", "votes": 3, "replies": [] } ] }, { "id": 1573600, "author_name": "infernapespeed", "author_url": "", "post_date": "2021-11-06T19:03:31.490000", "content": "Lmao no it isn't
", "votes": 0, "replies": [ { "id": 1574390, "author_name": "Shahnawaz Akhtar", "author_url": "", "post_date": "2021-11-07T14:02:28.470000", "content": "It was supposed to be 😃, but things turned out very different way.
", "votes": 0, "replies": [] } ] }, { "id": 1568573, "author_name": "", "author_url": "", "post_date": "2021-11-02T21:28:41.593000", "content": "", "votes": 0, "replies": [] } ], "raw_markdown_by_id": { "1568554": "Crypto volatilities usually go up in bursts and are always followed by a structure break because of imbalance in number of informed and uninformed traders. I think this paper by Marcos Lopez de Prado about VPIN and Flash Crash will be the most important paper from perspective of this competition.\n\nhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695041", "1568588": "Almost all Marco Lopez content is important for this competition, hes doing such a good job ^^", "1568645": "how did you guys install the gresearch_crypto module?\n\n", "1573600": "Lmao no it isn't", "1568573": "" } }