alvinalaphat / Cryptocurrency-Trader

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Cryptocurrency-Trader

https://colab.research.google.com/drive/1ZyEDCOd_npZGEp9ayQrV4m9JK_qnSOGQ?usp=sharing

Data Formatting

timestamp - A timestamp for the minute covered by the row.

Asset_ID - An ID code for the cryptoasset.

Count - The number of trades that took place this minute.

Open - The USD price at the beginning of the minute.

High - The highest USD price during the minute.

Low - The lowest USD price during the minute.

Close - The USD price at the end of the minute.

Volume - The number of cryptoasset units traded during the minute.

VWAP - The volume weighted average price for the minute.

Target - 15 minute residualized returns. See the 'Prediction and Evaluation' section of this notebook for details of how the target is calculated.

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