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dict
2018-02-01_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-01","features":{"asof_close":10221.099609375,"ret_1d":0.011359232053877344,"ret_7d":-0.10020782278168916,"ret_30d":-0.25159626693594617,"ma_5":10970.1599609375,"ma_20":11831.705078125,"ma5_gt_ma20":false,"rsi_14":37.59082575015529,"vol_20_annualized":1.0297065571944088,"gold":1344.300048828125,"oil":65...
{"class":"down","r10":-0.204589}
{ "date": "2018-02-01" }
2018-02-01_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-01","features":{"asof_close":10221.099609375,"ret_1d":0.011359232053877344,"ret_7d":-0.10020782278168916,"ret_30d":-0.25159626693594617,"ma_5":10970.1599609375,"ma_20":11831.705078125,"ma5_gt_ma20":false,"rsi_14":37.59082575015529,"vol_20_annualized":1.0297065571944088,"gold":1344.300048828125,"oil":65...
{"r10_log":-0.228897}
{ "date": "2018-02-01" }
2018-02-01_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-01","features":{"asof_close":10221.099609375,"ret_1d":0.011359232053877344,"ret_7d":-0.10020782278168916,"ret_30d":-0.25159626693594617,"ma_5":10970.1599609375,"ma_20":11831.705078125,"ma5_gt_ma20":false,"rsi_14":37.59082575015529,"vol_20_annualized":1.0297065571944088,"gold":1344.300048828125,"oil":65...
{"bucket":"high","maxdd":-0.319518}
{ "date": "2018-02-01" }
2018-02-02_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-02","features":{"asof_close":9170.5400390625,"ret_1d":-0.1027834196380305,"ret_7d":-0.18552145576968415,"ret_30d":-0.3879002090385206,"ma_5":10516.1279296875,"ma_20":11591.202099609374,"ma5_gt_ma20":false,"rsi_14":33.30267269874963,"vol_20_annualized":1.0600969940349918,"gold":1333.699951171875,"oil":6...
{"class":"down","r10":-0.026604}
{ "date": "2018-02-02" }
2018-02-02_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-02","features":{"asof_close":9170.5400390625,"ret_1d":-0.1027834196380305,"ret_7d":-0.18552145576968415,"ret_30d":-0.3879002090385206,"ma_5":10516.1279296875,"ma_20":11591.202099609374,"ma5_gt_ma20":false,"rsi_14":33.30267269874963,"vol_20_annualized":1.0600969940349918,"gold":1333.699951171875,"oil":6...
{"r10_log":-0.026964}
{ "date": "2018-02-02" }
2018-02-02_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-02","features":{"asof_close":9170.5400390625,"ret_1d":-0.1027834196380305,"ret_7d":-0.18552145576968415,"ret_30d":-0.3879002090385206,"ma_5":10516.1279296875,"ma_20":11591.202099609374,"ma5_gt_ma20":false,"rsi_14":33.30267269874963,"vol_20_annualized":1.0600969940349918,"gold":1333.699951171875,"oil":6...
{"bucket":"high","maxdd":-0.241564}
{ "date": "2018-02-02" }
2018-02-03_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-03","features":{"asof_close":8830.75,"ret_1d":-0.037052347802326024,"ret_7d":-0.20952166324548405,"ret_30d":-0.4190678244852313,"ma_5":9925.01796875,"ma_20":11314.72958984375,"ma5_gt_ma20":false,"rsi_14":32.12461377805154,"vol_20_annualized":1.0461032417851113,"gold":null,"oil":null,"hash_rate":2044514...
{"class":"down","r10":-0.026322}
{ "date": "2018-02-03" }
2018-02-03_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-03","features":{"asof_close":8830.75,"ret_1d":-0.037052347802326024,"ret_7d":-0.20952166324548405,"ret_30d":-0.4190678244852313,"ma_5":9925.01796875,"ma_20":11314.72958984375,"ma5_gt_ma20":false,"rsi_14":32.12461377805154,"vol_20_annualized":1.0461032417851113,"gold":null,"oil":null,"hash_rate":2044514...
{"r10_log":-0.026674}
{ "date": "2018-02-03" }
2018-02-03_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-03","features":{"asof_close":8830.75,"ret_1d":-0.037052347802326024,"ret_7d":-0.20952166324548405,"ret_30d":-0.4190678244852313,"ma_5":9925.01796875,"ma_20":11314.72958984375,"ma5_gt_ma20":false,"rsi_14":32.12461377805154,"vol_20_annualized":1.0461032417851113,"gold":null,"oil":null,"hash_rate":2044514...
{"bucket":"high","maxdd":-0.212381}
{ "date": "2018-02-03" }
2018-02-04_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-04","features":{"asof_close":9174.91015625,"ret_1d":0.03897292486481896,"ret_7d":-0.19804644824019102,"ret_30d":-0.4118345786082658,"ma_5":9500.719921875,"ma_20":11084.87509765625,"ma5_gt_ma20":false,"rsi_14":34.39213995290943,"vol_20_annualized":1.066722152372107,"gold":null,"oil":null,"hash_rate":204...
{"class":"up","r10":0.034847}
{ "date": "2018-02-04" }
2018-02-04_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-04","features":{"asof_close":9174.91015625,"ret_1d":0.03897292486481896,"ret_7d":-0.19804644824019102,"ret_30d":-0.4118345786082658,"ma_5":9500.719921875,"ma_20":11084.87509765625,"ma5_gt_ma20":false,"rsi_14":34.39213995290943,"vol_20_annualized":1.066722152372107,"gold":null,"oil":null,"hash_rate":204...
{"r10_log":0.034254}
{ "date": "2018-02-04" }
2018-02-04_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-04","features":{"asof_close":9174.91015625,"ret_1d":0.03897292486481896,"ret_7d":-0.19804644824019102,"ret_30d":-0.4118345786082658,"ma_5":9500.719921875,"ma_20":11084.87509765625,"ma5_gt_ma20":false,"rsi_14":34.39213995290943,"vol_20_annualized":1.066722152372107,"gold":null,"oil":null,"hash_rate":204...
{"bucket":"high","maxdd":-0.241925}
{ "date": "2018-02-04" }
2018-02-05_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-05","features":{"asof_close":8277.009765625,"ret_1d":-0.09786476110758924,"ret_7d":-0.29774315071018553,"ret_30d":-0.5251149048667489,"ma_5":9134.8619140625,"ma_20":10807.735595703125,"ma5_gt_ma20":false,"rsi_14":29.948427135126565,"vol_20_annualized":1.1016157869392422,"gold":1333.0,"oil":64.150001525...
{"class":"up","r10":0.22827}
{ "date": "2018-02-05" }
2018-02-05_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-05","features":{"asof_close":8277.009765625,"ret_1d":-0.09786476110758924,"ret_7d":-0.29774315071018553,"ret_30d":-0.5251149048667489,"ma_5":9134.8619140625,"ma_20":10807.735595703125,"ma5_gt_ma20":false,"rsi_14":29.948427135126565,"vol_20_annualized":1.1016157869392422,"gold":1333.0,"oil":64.150001525...
{"r10_log":0.205606}
{ "date": "2018-02-05" }
2018-02-05_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-05","features":{"asof_close":8277.009765625,"ret_1d":-0.09786476110758924,"ret_7d":-0.29774315071018553,"ret_30d":-0.5251149048667489,"ma_5":9134.8619140625,"ma_20":10807.735595703125,"ma5_gt_ma20":false,"rsi_14":29.948427135126565,"vol_20_annualized":1.1016157869392422,"gold":1333.0,"oil":64.150001525...
{"bucket":"med","maxdd":-0.079221}
{ "date": "2018-02-05" }
2018-02-06_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-06","features":{"asof_close":6955.27001953125,"ret_1d":-0.15968807377551097,"ret_7d":-0.3842932457224604,"ret_30d":-0.6031682535784075,"ma_5":8481.69599609375,"ma_20":10580.974096679687,"ma5_gt_ma20":false,"rsi_14":25.899329050256696,"vol_20_annualized":1.0817952804061395,"gold":1326.0999755859375,"oil...
{"class":"up","r10":0.471388}
{ "date": "2018-02-06" }
2018-02-06_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-06","features":{"asof_close":6955.27001953125,"ret_1d":-0.15968807377551097,"ret_7d":-0.3842932457224604,"ret_30d":-0.6031682535784075,"ma_5":8481.69599609375,"ma_20":10580.974096679687,"ma5_gt_ma20":false,"rsi_14":25.899329050256696,"vol_20_annualized":1.0817952804061395,"gold":1326.0999755859375,"oil...
{"r10_log":0.386206}
{ "date": "2018-02-06" }
2018-02-06_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-06","features":{"asof_close":6955.27001953125,"ret_1d":-0.15968807377551097,"ret_7d":-0.3842932457224604,"ret_30d":-0.6031682535784075,"ma_5":8481.69599609375,"ma_20":10580.974096679687,"ma5_gt_ma20":false,"rsi_14":25.899329050256696,"vol_20_annualized":1.0817952804061395,"gold":1326.0999755859375,"oil...
{"bucket":"low","maxdd":0.095759}
{ "date": "2018-02-06" }
2018-02-07_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-07","features":{"asof_close":7754.0,"ret_1d":0.11483809805022926,"ret_7d":-0.2327557909568898,"ret_30d":-0.5294217492948228,"ma_5":8198.38798828125,"ma_20":10409.244116210937,"ma5_gt_ma20":false,"rsi_14":32.34996919693049,"vol_20_annualized":1.1813481444267995,"gold":1311.5999755859375,"oil":61.7900009...
{"class":"up","r10":0.433157}
{ "date": "2018-02-07" }
2018-02-07_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-07","features":{"asof_close":7754.0,"ret_1d":0.11483809805022926,"ret_7d":-0.2327557909568898,"ret_30d":-0.5294217492948228,"ma_5":8198.38798828125,"ma_20":10409.244116210937,"ma5_gt_ma20":false,"rsi_14":32.34996919693049,"vol_20_annualized":1.1813481444267995,"gold":1311.5999755859375,"oil":61.7900009...
{"r10_log":0.35988}
{ "date": "2018-02-07" }
2018-02-07_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-07","features":{"asof_close":7754.0,"ret_1d":0.11483809805022926,"ret_7d":-0.2327557909568898,"ret_30d":-0.5294217492948228,"ma_5":8198.38798828125,"ma_20":10409.244116210937,"ma5_gt_ma20":false,"rsi_14":32.34996919693049,"vol_20_annualized":1.1813481444267995,"gold":1311.5999755859375,"oil":61.7900009...
{"bucket":"low","maxdd":0.048487}
{ "date": "2018-02-07" }
2018-02-08_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-08","features":{"asof_close":7621.2998046875,"ret_1d":-0.01711377293171268,"ret_7d":-0.2543561753671699,"ret_30d":-0.49761043098374924,"ma_5":7956.49794921875,"ma_20":10216.564086914062,"ma5_gt_ma20":false,"rsi_14":31.852230079071646,"vol_20_annualized":1.1701219258294853,"gold":1316.9000244140625,"oil...
{"class":"up","r10":0.384514}
{ "date": "2018-02-08" }
2018-02-08_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-08","features":{"asof_close":7621.2998046875,"ret_1d":-0.01711377293171268,"ret_7d":-0.2543561753671699,"ret_30d":-0.49761043098374924,"ma_5":7956.49794921875,"ma_20":10216.564086914062,"ma5_gt_ma20":false,"rsi_14":31.852230079071646,"vol_20_annualized":1.1701219258294853,"gold":1316.9000244140625,"oil...
{"r10_log":0.32535}
{ "date": "2018-02-08" }
2018-02-08_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-08","features":{"asof_close":7621.2998046875,"ret_1d":-0.01711377293171268,"ret_7d":-0.2543561753671699,"ret_30d":-0.49761043098374924,"ma_5":7956.49794921875,"ma_20":10216.564086914062,"ma5_gt_ma20":false,"rsi_14":31.852230079071646,"vol_20_annualized":1.1701219258294853,"gold":1316.9000244140625,"oil...
{"bucket":"low","maxdd":0.066743}
{ "date": "2018-02-08" }
2018-02-09_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-09","features":{"asof_close":8265.58984375,"ret_1d":0.08453807822469184,"ret_7d":-0.09868014222257437,"ret_30d":-0.43368529656375854,"ma_5":7774.63388671875,"ma_20":10049.473559570313,"ma5_gt_ma20":false,"rsi_14":36.420770277983245,"vol_20_annualized":1.220403277051319,"gold":1313.0999755859375,"oil":5...
{"class":"up","r10":0.358076}
{ "date": "2018-02-09" }
2018-02-09_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-09","features":{"asof_close":8265.58984375,"ret_1d":0.08453807822469184,"ret_7d":-0.09868014222257437,"ret_30d":-0.43368529656375854,"ma_5":7774.63388671875,"ma_20":10049.473559570313,"ma5_gt_ma20":false,"rsi_14":36.420770277983245,"vol_20_annualized":1.220403277051319,"gold":1313.0999755859375,"oil":5...
{"r10_log":0.306069}
{ "date": "2018-02-09" }
2018-02-09_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-09","features":{"asof_close":8265.58984375,"ret_1d":0.08453807822469184,"ret_7d":-0.09868014222257437,"ret_30d":-0.43368529656375854,"ma_5":7774.63388671875,"ma_20":10049.473559570313,"ma5_gt_ma20":false,"rsi_14":36.420770277983245,"vol_20_annualized":1.220403277051319,"gold":1313.0999755859375,"oil":5...
{"bucket":"low","maxdd":-0.016408}
{ "date": "2018-02-09" }
2018-02-10_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-10","features":{"asof_close":8736.98046875,"ret_1d":0.057030488314931294,"ret_7d":-0.010618524049486155,"ret_30d":-0.41649599068237286,"ma_5":7866.62802734375,"ma_20":9841.362573242188,"ma5_gt_ma20":false,"rsi_14":39.72182486917816,"vol_20_annualized":1.1654586881342945,"gold":null,"oil":null,"hash_rat...
{"class":"up","r10":0.305222}
{ "date": "2018-02-10" }
2018-02-10_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-10","features":{"asof_close":8736.98046875,"ret_1d":0.057030488314931294,"ret_7d":-0.010618524049486155,"ret_30d":-0.41649599068237286,"ma_5":7866.62802734375,"ma_20":9841.362573242188,"ma5_gt_ma20":false,"rsi_14":39.72182486917816,"vol_20_annualized":1.1654586881342945,"gold":null,"oil":null,"hash_rat...
{"r10_log":0.266373}
{ "date": "2018-02-10" }
2018-02-10_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-10","features":{"asof_close":8736.98046875,"ret_1d":0.057030488314931294,"ret_7d":-0.010618524049486155,"ret_30d":-0.41649599068237286,"ma_5":7866.62802734375,"ma_20":9841.362573242188,"ma5_gt_ma20":false,"rsi_14":39.72182486917816,"vol_20_annualized":1.1654586881342945,"gold":null,"oil":null,"hash_rat...
{"bucket":"med","maxdd":-0.069476}
{ "date": "2018-02-10" }
2018-02-11_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-11","features":{"asof_close":8621.900390625,"ret_1d":-0.013171607575021227,"ret_7d":-0.06027413415577554,"ret_30d":-0.35685296541499534,"ma_5":8199.9541015625,"ma_20":9692.452612304687,"ma5_gt_ma20":false,"rsi_14":39.36330210323308,"vol_20_annualized":1.1195769113315779,"gold":null,"oil":null,"hash_rat...
{"class":"up","r10":0.239912}
{ "date": "2018-02-11" }
2018-02-11_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-11","features":{"asof_close":8621.900390625,"ret_1d":-0.013171607575021227,"ret_7d":-0.06027413415577554,"ret_30d":-0.35685296541499534,"ma_5":8199.9541015625,"ma_20":9692.452612304687,"ma5_gt_ma20":false,"rsi_14":39.36330210323308,"vol_20_annualized":1.1195769113315779,"gold":null,"oil":null,"hash_rat...
{"r10_log":0.215041}
{ "date": "2018-02-11" }
2018-02-11_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-11","features":{"asof_close":8621.900390625,"ret_1d":-0.013171607575021227,"ret_7d":-0.06027413415577554,"ret_30d":-0.35685296541499534,"ma_5":8199.9541015625,"ma_20":9692.452612304687,"ma5_gt_ma20":false,"rsi_14":39.36330210323308,"vol_20_annualized":1.1195769113315779,"gold":null,"oil":null,"hash_rat...
{"bucket":"low","maxdd":-0.002736}
{ "date": "2018-02-11" }
2018-02-12_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-12","features":{"asof_close":8129.97021484375,"ret_1d":-0.05705588715872301,"ret_7d":-0.01776481542789954,"ret_30d":-0.41848200778226863,"ma_5":8275.14814453125,"ma_20":9552.381103515625,"ma5_gt_ma20":false,"rsi_14":36.988920211807184,"vol_20_annualized":1.1192487678453844,"gold":1324.199951171875,"oil...
{"class":"up","r10":0.230632}
{ "date": "2018-02-12" }
2018-02-12_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-12","features":{"asof_close":8129.97021484375,"ret_1d":-0.05705588715872301,"ret_7d":-0.01776481542789954,"ret_30d":-0.41848200778226863,"ma_5":8275.14814453125,"ma_20":9552.381103515625,"ma5_gt_ma20":false,"rsi_14":36.988920211807184,"vol_20_annualized":1.1192487678453844,"gold":1324.199951171875,"oil...
{"r10_log":0.207528}
{ "date": "2018-02-12" }
2018-02-12_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-12","features":{"asof_close":8129.97021484375,"ret_1d":-0.05705588715872301,"ret_7d":-0.01776481542789954,"ret_30d":-0.41848200778226863,"ma_5":8275.14814453125,"ma_20":9552.381103515625,"ma5_gt_ma20":false,"rsi_14":36.988920211807184,"vol_20_annualized":1.1192487678453844,"gold":1324.199951171875,"oil...
{"bucket":"low","maxdd":0.057607}
{ "date": "2018-02-12" }
2018-02-13_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-13","features":{"asof_close":8926.5703125,"ret_1d":0.09798315081177211,"ret_7d":0.28342541517915154,"ret_30d":-0.3783812070103425,"ma_5":8536.20224609375,"ma_20":9455.289599609376,"ma5_gt_ma20":false,"rsi_14":42.69221620818438,"vol_20_annualized":1.1834722966558033,"gold":1328.0999755859375,"oil":59.18...
{"class":"up","r10":0.153982}
{ "date": "2018-02-13" }
2018-02-13_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-13","features":{"asof_close":8926.5703125,"ret_1d":0.09798315081177211,"ret_7d":0.28342541517915154,"ret_30d":-0.3783812070103425,"ma_5":8536.20224609375,"ma_20":9455.289599609376,"ma5_gt_ma20":false,"rsi_14":42.69221620818438,"vol_20_annualized":1.1834722966558033,"gold":1328.0999755859375,"oil":59.18...
{"r10_log":0.143218}
{ "date": "2018-02-13" }
2018-02-13_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-13","features":{"asof_close":8926.5703125,"ret_1d":0.09798315081177211,"ret_7d":0.28342541517915154,"ret_30d":-0.3783812070103425,"ma_5":8536.20224609375,"ma_20":9455.289599609376,"ma5_gt_ma20":false,"rsi_14":42.69221620818438,"vol_20_annualized":1.1834722966558033,"gold":1328.0999755859375,"oil":59.18...
{"bucket":"low","maxdd":0.063637}
{ "date": "2018-02-13" }
2018-02-14_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-14","features":{"asof_close":8598.3095703125,"ret_1d":-0.03677344497335466,"ret_7d":0.10888697063612329,"ret_30d":-0.37566732716290296,"ma_5":8602.74619140625,"ma_20":9317.23505859375,"ma5_gt_ma20":false,"rsi_14":40.48859354265286,"vol_20_annualized":1.1694410762482188,"gold":1355.5,"oil":60.5999984741...
{"class":"up","r10":0.141279}
{ "date": "2018-02-14" }
2018-02-14_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-14","features":{"asof_close":8598.3095703125,"ret_1d":-0.03677344497335466,"ret_7d":0.10888697063612329,"ret_30d":-0.37566732716290296,"ma_5":8602.74619140625,"ma_20":9317.23505859375,"ma5_gt_ma20":false,"rsi_14":40.48859354265286,"vol_20_annualized":1.1694410762482188,"gold":1355.5,"oil":60.5999984741...
{"r10_log":0.13215}
{ "date": "2018-02-14" }
2018-02-14_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-14","features":{"asof_close":8598.3095703125,"ret_1d":-0.03677344497335466,"ret_7d":0.10888697063612329,"ret_30d":-0.37566732716290296,"ma_5":8602.74619140625,"ma_20":9317.23505859375,"ma5_gt_ma20":false,"rsi_14":40.48859354265286,"vol_20_annualized":1.1694410762482188,"gold":1355.5,"oil":60.5999984741...
{"bucket":"low","maxdd":0.141279}
{ "date": "2018-02-14" }
2018-02-15_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-15","features":{"asof_close":9494.6298828125,"ret_1d":0.10424378247495736,"ret_7d":0.2458019138641947,"ret_30d":-0.31296907212852365,"ma_5":8754.27607421875,"ma_20":9228.996533203124,"ma5_gt_ma20":false,"rsi_14":46.81896371487006,"vol_20_annualized":1.236578257346025,"gold":1352.0999755859375,"oil":61....
{"class":"flat","r10":0.017915}
{ "date": "2018-02-15" }
2018-02-15_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-15","features":{"asof_close":9494.6298828125,"ret_1d":0.10424378247495736,"ret_7d":0.2458019138641947,"ret_30d":-0.31296907212852365,"ma_5":8754.27607421875,"ma_20":9228.996533203124,"ma5_gt_ma20":false,"rsi_14":46.81896371487006,"vol_20_annualized":1.236578257346025,"gold":1352.0999755859375,"oil":61....
{"r10_log":0.017757}
{ "date": "2018-02-15" }
2018-02-15_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-15","features":{"asof_close":9494.6298828125,"ret_1d":0.10424378247495736,"ret_7d":0.2458019138641947,"ret_30d":-0.31296907212852365,"ma_5":8754.27607421875,"ma_20":9228.996533203124,"ma5_gt_ma20":false,"rsi_14":46.81896371487006,"vol_20_annualized":1.236578257346025,"gold":1352.0999755859375,"oil":61....
{"bucket":"low","maxdd":0.017915}
{ "date": "2018-02-15" }
2018-02-16_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-16","features":{"asof_close":10166.400390625,"ret_1d":0.07075267978887334,"ret_7d":0.2299667153593754,"ret_30d":-0.11523429001131369,"ma_5":9063.17607421875,"ma_20":9178.746533203124,"ma5_gt_ma20":false,"rsi_14":50.95178530277494,"vol_20_annualized":1.2663618112999468,"gold":1353.199951171875,"oil":61....
{"class":"flat","r10":0.019702}
{ "date": "2018-02-16" }
2018-02-16_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-16","features":{"asof_close":10166.400390625,"ret_1d":0.07075267978887334,"ret_7d":0.2299667153593754,"ret_30d":-0.11523429001131369,"ma_5":9063.17607421875,"ma_20":9178.746533203124,"ma5_gt_ma20":false,"rsi_14":50.95178530277494,"vol_20_annualized":1.2663618112999468,"gold":1353.199951171875,"oil":61....
{"r10_log":0.019511}
{ "date": "2018-02-16" }
2018-02-16_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-16","features":{"asof_close":10166.400390625,"ret_1d":0.07075267978887334,"ret_7d":0.2299667153593754,"ret_30d":-0.11523429001131369,"ma_5":9063.17607421875,"ma_20":9178.746533203124,"ma5_gt_ma20":false,"rsi_14":50.95178530277494,"vol_20_annualized":1.2663618112999468,"gold":1353.199951171875,"oil":61....
{"bucket":"med","maxdd":-0.049346}
{ "date": "2018-02-16" }
2018-02-17_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-17","features":{"asof_close":10233.900390625,"ret_1d":0.006639518158486624,"ret_7d":0.17133149458547026,"ret_30d":-0.08532785621804284,"ma_5":9483.962109375,"ma_20":9118.40654296875,"ma5_gt_ma20":true,"rsi_14":51.58001812458782,"vol_20_annualized":1.2626877733789537,"gold":null,"oil":null,"hash_rate":2...
{"class":"up","r10":0.048046}
{ "date": "2018-02-17" }
2018-02-17_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-17","features":{"asof_close":10233.900390625,"ret_1d":0.006639518158486624,"ret_7d":0.17133149458547026,"ret_30d":-0.08532785621804284,"ma_5":9483.962109375,"ma_20":9118.40654296875,"ma5_gt_ma20":true,"rsi_14":51.58001812458782,"vol_20_annualized":1.2626877733789537,"gold":null,"oil":null,"hash_rate":2...
{"r10_log":0.046928}
{ "date": "2018-02-17" }
2018-02-17_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-17","features":{"asof_close":10233.900390625,"ret_1d":0.006639518158486624,"ret_7d":0.17133149458547026,"ret_30d":-0.08532785621804284,"ma_5":9483.962109375,"ma_20":9118.40654296875,"ma5_gt_ma20":true,"rsi_14":51.58001812458782,"vol_20_annualized":1.2626877733789537,"gold":null,"oil":null,"hash_rate":2...
{"bucket":"med","maxdd":-0.055616}
{ "date": "2018-02-17" }
2018-02-18_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-18","features":{"asof_close":11112.7001953125,"ret_1d":0.0858714440383399,"ret_7d":0.28889220378791025,"ret_30d":-0.03156456117112949,"ma_5":9921.1880859375,"ma_20":9084.7265625,"ma5_gt_ma20":true,"rsi_14":56.92593676055015,"vol_20_annualized":1.295605302087659,"gold":null,"oil":null,"hash_rate":212922...
{"class":"down","r10":-0.064323}
{ "date": "2018-02-18" }
2018-02-18_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-18","features":{"asof_close":11112.7001953125,"ret_1d":0.0858714440383399,"ret_7d":0.28889220378791025,"ret_30d":-0.03156456117112949,"ma_5":9921.1880859375,"ma_20":9084.7265625,"ma5_gt_ma20":true,"rsi_14":56.92593676055015,"vol_20_annualized":1.295605302087659,"gold":null,"oil":null,"hash_rate":212922...
{"r10_log":-0.066485}
{ "date": "2018-02-18" }
2018-02-18_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-18","features":{"asof_close":11112.7001953125,"ret_1d":0.0858714440383399,"ret_7d":0.28889220378791025,"ret_30d":-0.03156456117112949,"ma_5":9921.1880859375,"ma_20":9084.7265625,"ma5_gt_ma20":true,"rsi_14":56.92593676055015,"vol_20_annualized":1.295605302087659,"gold":null,"oil":null,"hash_rate":212922...
{"bucket":"high","maxdd":-0.130299}
{ "date": "2018-02-18" }
2018-02-19_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-19","features":{"asof_close":10551.7998046875,"ret_1d":-0.050473816513253555,"ret_7d":0.2978891097807417,"ret_30d":-0.09094203270441858,"ma_5":10311.8861328125,"ma_20":9047.496533203124,"ma5_gt_ma20":true,"rsi_14":53.20865224708776,"vol_20_annualized":1.2997997722914878,"gold":null,"oil":null,"hash_rat...
{"class":"up","r10":0.037832}
{ "date": "2018-02-19" }
2018-02-19_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-19","features":{"asof_close":10551.7998046875,"ret_1d":-0.050473816513253555,"ret_7d":0.2978891097807417,"ret_30d":-0.09094203270441858,"ma_5":10311.8861328125,"ma_20":9047.496533203124,"ma5_gt_ma20":true,"rsi_14":53.20865224708776,"vol_20_annualized":1.2997997722914878,"gold":null,"oil":null,"hash_rat...
{"r10_log":0.037134}
{ "date": "2018-02-19" }
2018-02-19_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-19","features":{"asof_close":10551.7998046875,"ret_1d":-0.050473816513253555,"ret_7d":0.2978891097807417,"ret_30d":-0.09094203270441858,"ma_5":10311.8861328125,"ma_20":9047.496533203124,"ma5_gt_ma20":true,"rsi_14":53.20865224708776,"vol_20_annualized":1.2997997722914878,"gold":null,"oil":null,"hash_rat...
{"bucket":"high","maxdd":-0.084068}
{ "date": "2018-02-19" }
2018-02-20_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-20","features":{"asof_close":11225.2998046875,"ret_1d":0.06382797366007709,"ret_7d":0.25751541876823136,"ret_30d":-0.12976776585212524,"ma_5":10658.0201171875,"ma_20":9103.446533203125,"ma5_gt_ma20":true,"rsi_14":57.44090317184701,"vol_20_annualized":1.2536554083471279,"gold":1328.800048828125,"oil":61...
{"class":"flat","r10":-0.012374}
{ "date": "2018-02-20" }
2018-02-20_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-20","features":{"asof_close":11225.2998046875,"ret_1d":0.06382797366007709,"ret_7d":0.25751541876823136,"ret_30d":-0.12976776585212524,"ma_5":10658.0201171875,"ma_20":9103.446533203125,"ma5_gt_ma20":true,"rsi_14":57.44090317184701,"vol_20_annualized":1.2536554083471279,"gold":1328.800048828125,"oil":61...
{"r10_log":-0.012451}
{ "date": "2018-02-20" }
2018-02-20_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-20","features":{"asof_close":11225.2998046875,"ret_1d":0.06382797366007709,"ret_7d":0.25751541876823136,"ret_30d":-0.12976776585212524,"ma_5":10658.0201171875,"ma_20":9103.446533203125,"ma5_gt_ma20":true,"rsi_14":57.44090317184701,"vol_20_annualized":1.2536554083471279,"gold":1328.800048828125,"oil":61...
{"bucket":"high","maxdd":-0.139023}
{ "date": "2018-02-20" }
2018-02-21_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-21","features":{"asof_close":11403.7001953125,"ret_1d":0.01589270609507487,"ret_7d":0.32627234482068546,"ret_30d":-0.016930838585538788,"ma_5":10905.480078125,"ma_20":9162.5765625,"ma5_gt_ma20":true,"rsi_14":58.265000672388666,"vol_20_annualized":1.2540418910435118,"gold":1330.0,"oil":61.68000030517578...
{"class":"flat","r10":0.007541}
{ "date": "2018-02-21" }
2018-02-21_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-21","features":{"asof_close":11403.7001953125,"ret_1d":0.01589270609507487,"ret_7d":0.32627234482068546,"ret_30d":-0.016930838585538788,"ma_5":10905.480078125,"ma_20":9162.5765625,"ma5_gt_ma20":true,"rsi_14":58.265000672388666,"vol_20_annualized":1.2540418910435118,"gold":1330.0,"oil":61.68000030517578...
{"r10_log":0.007513}
{ "date": "2018-02-21" }
2018-02-21_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-21","features":{"asof_close":11403.7001953125,"ret_1d":0.01589270609507487,"ret_7d":0.32627234482068546,"ret_30d":-0.016930838585538788,"ma_5":10905.480078125,"ma_20":9162.5765625,"ma5_gt_ma20":true,"rsi_14":58.265000672388666,"vol_20_annualized":1.2540418910435118,"gold":1330.0,"oil":61.68000030517578...
{"bucket":"high","maxdd":-0.152492}
{ "date": "2018-02-21" }
2018-02-22_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-22","features":{"asof_close":10690.400390625,"ret_1d":-0.06254985596523333,"ret_7d":0.12594177156680164,"ret_30d":-0.022046580619870637,"ma_5":10996.780078125,"ma_20":9238.569580078125,"ma5_gt_ma20":true,"rsi_14":53.307804790265905,"vol_20_annualized":1.2100801118980375,"gold":1330.5999755859375,"oil":...
{"class":"up","r10":0.07691}
{ "date": "2018-02-22" }
2018-02-22_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-22","features":{"asof_close":10690.400390625,"ret_1d":-0.06254985596523333,"ret_7d":0.12594177156680164,"ret_30d":-0.022046580619870637,"ma_5":10996.780078125,"ma_20":9238.569580078125,"ma5_gt_ma20":true,"rsi_14":53.307804790265905,"vol_20_annualized":1.2100801118980375,"gold":1330.5999755859375,"oil":...
{"r10_log":0.074096}
{ "date": "2018-02-22" }
2018-02-22_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-22","features":{"asof_close":10690.400390625,"ret_1d":-0.06254985596523333,"ret_7d":0.12594177156680164,"ret_30d":-0.022046580619870637,"ma_5":10996.780078125,"ma_20":9238.569580078125,"ma5_gt_ma20":true,"rsi_14":53.307804790265905,"vol_20_annualized":1.2100801118980375,"gold":1330.5999755859375,"oil":...
{"bucket":"high","maxdd":-0.095943}
{ "date": "2018-02-22" }
2018-02-23_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-23","features":{"asof_close":10005.0,"ret_1d":-0.06411363144322124,"ret_7d":-0.015875864064318845,"ret_30d":-0.07944134919521029,"ma_5":10775.2400390625,"ma_20":9297.282080078125,"ma5_gt_ma20":true,"rsi_14":48.84564475228123,"vol_20_annualized":1.2283640133064477,"gold":1328.199951171875,"oil":63.54999...
{"class":"up","r10":0.156752}
{ "date": "2018-02-23" }
2018-02-23_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-23","features":{"asof_close":10005.0,"ret_1d":-0.06411363144322124,"ret_7d":-0.015875864064318845,"ret_30d":-0.07944134919521029,"ma_5":10775.2400390625,"ma_20":9297.282080078125,"ma5_gt_ma20":true,"rsi_14":48.84564475228123,"vol_20_annualized":1.2283640133064477,"gold":1328.199951171875,"oil":63.54999...
{"r10_log":0.145616}
{ "date": "2018-02-23" }
2018-02-23_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-23","features":{"asof_close":10005.0,"ret_1d":-0.06411363144322124,"ret_7d":-0.015875864064318845,"ret_30d":-0.07944134919521029,"ma_5":10775.2400390625,"ma_20":9297.282080078125,"ma5_gt_ma20":true,"rsi_14":48.84564475228123,"vol_20_annualized":1.2283640133064477,"gold":1328.199951171875,"oil":63.54999...
{"bucket":"med","maxdd":-0.03401}
{ "date": "2018-02-23" }
2018-02-24_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-24","features":{"asof_close":10301.099609375,"ret_1d":0.02959516335582202,"ret_7d":0.006566335041873206,"ret_30d":-0.09316519753308672,"ma_5":10725.1,"ma_20":9353.591552734375,"ma5_gt_ma20":true,"rsi_14":50.31786260800273,"vol_20_annualized":1.225650796528966,"gold":null,"oil":null,"hash_rate":22125683...
{"class":"up","r10":0.046481}
{ "date": "2018-02-24" }
2018-02-24_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-24","features":{"asof_close":10301.099609375,"ret_1d":0.02959516335582202,"ret_7d":0.006566335041873206,"ret_30d":-0.09316519753308672,"ma_5":10725.1,"ma_20":9353.591552734375,"ma5_gt_ma20":true,"rsi_14":50.31786260800273,"vol_20_annualized":1.225650796528966,"gold":null,"oil":null,"hash_rate":22125683...
{"r10_log":0.045433}
{ "date": "2018-02-24" }
2018-02-24_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-24","features":{"asof_close":10301.099609375,"ret_1d":0.02959516335582202,"ret_7d":0.006566335041873206,"ret_30d":-0.09316519753308672,"ma_5":10725.1,"ma_20":9353.591552734375,"ma5_gt_ma20":true,"rsi_14":50.31786260800273,"vol_20_annualized":1.225650796528966,"gold":null,"oil":null,"hash_rate":22125683...
{"bucket":"med","maxdd":-0.061777}
{ "date": "2018-02-24" }
2018-02-25_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-25","features":{"asof_close":9813.0703125,"ret_1d":-0.04737642731178393,"ret_7d":-0.11694996355257592,"ret_30d":-0.12845533757990069,"ma_5":10442.6541015625,"ma_20":9430.394580078126,"ma5_gt_ma20":true,"rsi_14":47.202197979553695,"vol_20_annualized":1.1757769130387141,"gold":null,"oil":null,"hash_rate"...
{"class":"flat","r10":0.01554}
{ "date": "2018-02-25" }
2018-02-25_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-25","features":{"asof_close":9813.0703125,"ret_1d":-0.04737642731178393,"ret_7d":-0.11694996355257592,"ret_30d":-0.12845533757990069,"ma_5":10442.6541015625,"ma_20":9430.394580078126,"ma5_gt_ma20":true,"rsi_14":47.202197979553695,"vol_20_annualized":1.1757769130387141,"gold":null,"oil":null,"hash_rate"...
{"r10_log":0.015421}
{ "date": "2018-02-25" }
2018-02-25_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-25","features":{"asof_close":9813.0703125,"ret_1d":-0.04737642731178393,"ret_7d":-0.11694996355257592,"ret_30d":-0.12845533757990069,"ma_5":10442.6541015625,"ma_20":9430.394580078126,"ma5_gt_ma20":true,"rsi_14":47.202197979553695,"vol_20_annualized":1.1757769130387141,"gold":null,"oil":null,"hash_rate"...
{"bucket":"low","maxdd":0.01554}
{ "date": "2018-02-25" }
2018-02-26_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-26","features":{"asof_close":9664.73046875,"ret_1d":-0.015116557715992629,"ret_7d":-0.08406805970138198,"ret_30d":-0.1348684917908226,"ma_5":10094.86015625,"ma_20":9565.867602539063,"ma5_gt_ma20":true,"rsi_14":46.530051330584016,"vol_20_annualized":0.9651424650318107,"gold":1330.699951171875,"oil":63.9...
{"class":"down","r10":-0.027908}
{ "date": "2018-02-26" }
2018-02-26_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-26","features":{"asof_close":9664.73046875,"ret_1d":-0.015116557715992629,"ret_7d":-0.08406805970138198,"ret_30d":-0.1348684917908226,"ma_5":10094.86015625,"ma_20":9565.867602539063,"ma5_gt_ma20":true,"rsi_14":46.530051330584016,"vol_20_annualized":0.9651424650318107,"gold":1330.699951171875,"oil":63.9...
{"r10_log":-0.028305}
{ "date": "2018-02-26" }
2018-02-26_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-26","features":{"asof_close":9664.73046875,"ret_1d":-0.015116557715992629,"ret_7d":-0.08406805970138198,"ret_30d":-0.1348684917908226,"ma_5":10094.86015625,"ma_20":9565.867602539063,"ma5_gt_ma20":true,"rsi_14":46.530051330584016,"vol_20_annualized":0.9651424650318107,"gold":1330.699951171875,"oil":63.9...
{"bucket":"low","maxdd":-0.027908}
{ "date": "2018-02-26" }
2018-02-27_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-27","features":{"asof_close":10366.7001953125,"ret_1d":0.07263210586495439,"ret_7d":-0.0764879000395573,"ret_30d":-0.09387537315592287,"ma_5":10030.1201171875,"ma_20":9696.502612304688,"ma5_gt_ma20":true,"rsi_14":51.46456003253599,"vol_20_annualized":0.9251034285810366,"gold":1315.5,"oil":63.0099983215...
{"class":"down","r10":-0.099275}
{ "date": "2018-02-27" }
2018-02-27_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-27","features":{"asof_close":10366.7001953125,"ret_1d":0.07263210586495439,"ret_7d":-0.0764879000395573,"ret_30d":-0.09387537315592287,"ma_5":10030.1201171875,"ma_20":9696.502612304688,"ma5_gt_ma20":true,"rsi_14":51.46456003253599,"vol_20_annualized":0.9251034285810366,"gold":1315.5,"oil":63.0099983215...
{"r10_log":-0.104555}
{ "date": "2018-02-27" }
2018-02-27_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-27","features":{"asof_close":10366.7001953125,"ret_1d":0.07263210586495439,"ret_7d":-0.0764879000395573,"ret_30d":-0.09387537315592287,"ma_5":10030.1201171875,"ma_20":9696.502612304688,"ma5_gt_ma20":true,"rsi_14":51.46456003253599,"vol_20_annualized":0.9251034285810366,"gold":1315.5,"oil":63.0099983215...
{"bucket":"high","maxdd":-0.099275}
{ "date": "2018-02-27" }
2018-02-28_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-02-28","features":{"asof_close":10725.599609375,"ret_1d":0.03462041028492213,"ret_7d":-0.059463207057673606,"ret_30d":-0.08999433349647623,"ma_5":10174.2400390625,"ma_20":9851.717602539062,"ma5_gt_ma20":true,"rsi_14":54.2347961261963,"vol_20_annualized":0.9196335938250156,"gold":1315.5,"oil":61.6399993896...
{"class":"down","r10":-0.17338}
{ "date": "2018-02-28" }
2018-02-28_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-02-28","features":{"asof_close":10725.599609375,"ret_1d":0.03462041028492213,"ret_7d":-0.059463207057673606,"ret_30d":-0.08999433349647623,"ma_5":10174.2400390625,"ma_20":9851.717602539062,"ma5_gt_ma20":true,"rsi_14":54.2347961261963,"vol_20_annualized":0.9196335938250156,"gold":1315.5,"oil":61.6399993896...
{"r10_log":-0.19041}
{ "date": "2018-02-28" }
2018-02-28_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-02-28","features":{"asof_close":10725.599609375,"ret_1d":0.03462041028492213,"ret_7d":-0.059463207057673606,"ret_30d":-0.08999433349647623,"ma_5":10174.2400390625,"ma_20":9851.717602539062,"ma5_gt_ma20":true,"rsi_14":54.2347961261963,"vol_20_annualized":0.9196335938250156,"gold":1315.5,"oil":61.6399993896...
{"bucket":"high","maxdd":-0.17338}
{ "date": "2018-02-28" }
2018-03-01_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-03-01","features":{"asof_close":10397.900390625,"ret_1d":-0.030552997565149287,"ret_7d":-0.027360995782394593,"ret_30d":-0.07953861132132622,"ma_5":10193.6001953125,"ma_20":9958.333129882812,"ma5_gt_ma20":true,"rsi_14":51.4843645809456,"vol_20_annualized":0.9020193142286287,"gold":1302.9000244140625,"oil"...
{"class":"down","r10":-0.078792}
{ "date": "2018-03-01" }
2018-03-01_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-03-01","features":{"asof_close":10397.900390625,"ret_1d":-0.030552997565149287,"ret_7d":-0.027360995782394593,"ret_30d":-0.07953861132132622,"ma_5":10193.6001953125,"ma_20":9958.333129882812,"ma5_gt_ma20":true,"rsi_14":51.4843645809456,"vol_20_annualized":0.9020193142286287,"gold":1302.9000244140625,"oil"...
{"r10_log":-0.082069}
{ "date": "2018-03-01" }
2018-03-01_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-03-01","features":{"asof_close":10397.900390625,"ret_1d":-0.030552997565149287,"ret_7d":-0.027360995782394593,"ret_30d":-0.07953861132132622,"ma_5":10193.6001953125,"ma_20":9958.333129882812,"ma5_gt_ma20":true,"rsi_14":51.4843645809456,"vol_20_annualized":0.9020193142286287,"gold":1302.9000244140625,"oil"...
{"bucket":"high","maxdd":-0.147328}
{ "date": "2018-03-01" }
2018-03-02_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-03-02","features":{"asof_close":10951.0,"ret_1d":0.05319339372337972,"ret_7d":0.0945527236381809,"ret_30d":0.08358154929469941,"ma_5":10421.1861328125,"ma_20":10069.034106445313,"ma5_gt_ma20":true,"rsi_14":55.32240841122572,"vol_20_annualized":0.8997566492296244,"gold":1321.0999755859375,"oil":61.25,"hash...
{"class":"down","r10":-0.159427}
{ "date": "2018-03-02" }
2018-03-02_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-03-02","features":{"asof_close":10951.0,"ret_1d":0.05319339372337972,"ret_7d":0.0945527236381809,"ret_30d":0.08358154929469941,"ma_5":10421.1861328125,"ma_20":10069.034106445313,"ma5_gt_ma20":true,"rsi_14":55.32240841122572,"vol_20_annualized":0.8997566492296244,"gold":1321.0999755859375,"oil":61.25,"hash...
{"r10_log":-0.173671}
{ "date": "2018-03-02" }
2018-03-02_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-03-02","features":{"asof_close":10951.0,"ret_1d":0.05319339372337972,"ret_7d":0.0945527236381809,"ret_30d":0.08358154929469941,"ma_5":10421.1861328125,"ma_20":10069.034106445313,"ma5_gt_ma20":true,"rsi_14":55.32240841122572,"vol_20_annualized":0.8997566492296244,"gold":1321.0999755859375,"oil":61.25,"hash...
{"bucket":"high","maxdd":-0.190394}
{ "date": "2018-03-02" }
2018-03-03_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-03-03","features":{"asof_close":11086.400390625,"ret_1d":0.012364203326180156,"ret_7d":0.07623465562213383,"ret_30d":0.08465828671274545,"ma_5":10705.5201171875,"ma_20":10192.259106445312,"ma5_gt_ma20":true,"rsi_14":55.88387641867688,"vol_20_annualized":0.8950681614837638,"gold":null,"oil":null,"hash_rate...
{"class":"down","r10":-0.170619}
{ "date": "2018-03-03" }
2018-03-03_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-03-03","features":{"asof_close":11086.400390625,"ret_1d":0.012364203326180156,"ret_7d":0.07623465562213383,"ret_30d":0.08465828671274545,"ma_5":10705.5201171875,"ma_20":10192.259106445312,"ma5_gt_ma20":true,"rsi_14":55.88387641867688,"vol_20_annualized":0.8950681614837638,"gold":null,"oil":null,"hash_rate...
{"r10_log":-0.187076}
{ "date": "2018-03-03" }
2018-03-03_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-03-03","features":{"asof_close":11086.400390625,"ret_1d":0.012364203326180156,"ret_7d":0.07623465562213383,"ret_30d":0.08465828671274545,"ma_5":10705.5201171875,"ma_20":10192.259106445312,"ma5_gt_ma20":true,"rsi_14":55.88387641867688,"vol_20_annualized":0.8950681614837638,"gold":null,"oil":null,"hash_rate...
{"bucket":"high","maxdd":-0.200281}
{ "date": "2018-03-03" }
2018-03-04_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-03-04","features":{"asof_close":11489.7001953125,"ret_1d":0.036377885560451295,"ret_7d":0.17085680927780467,"ret_30d":0.2528924301482125,"ma_5":10930.1201171875,"ma_20":10360.24560546875,"ma5_gt_ma20":true,"rsi_14":58.37978728986832,"vol_20_annualized":0.857251768984091,"gold":null,"oil":null,"hash_rate":...
{"class":"down","r10":-0.280241}
{ "date": "2018-03-04" }
2018-03-04_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-03-04","features":{"asof_close":11489.7001953125,"ret_1d":0.036377885560451295,"ret_7d":0.17085680927780467,"ret_30d":0.2528924301482125,"ma_5":10930.1201171875,"ma_20":10360.24560546875,"ma5_gt_ma20":true,"rsi_14":58.37978728986832,"vol_20_annualized":0.857251768984091,"gold":null,"oil":null,"hash_rate":...
{"r10_log":-0.32884}
{ "date": "2018-03-04" }
2018-03-04_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-03-04","features":{"asof_close":11489.7001953125,"ret_1d":0.036377885560451295,"ret_7d":0.17085680927780467,"ret_30d":0.2528924301482125,"ma_5":10930.1201171875,"ma_20":10360.24560546875,"ma5_gt_ma20":true,"rsi_14":58.37978728986832,"vol_20_annualized":0.857251768984091,"gold":null,"oil":null,"hash_rate":...
{"bucket":"high","maxdd":-0.280241}
{ "date": "2018-03-04" }
2018-03-05_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-03-05","features":{"asof_close":11512.599609375,"ret_1d":0.0019930384320943073,"ret_7d":0.19119717270956604,"ret_30d":0.3036944324519435,"ma_5":11087.5201171875,"ma_20":10489.5470703125,"ma5_gt_ma20":true,"rsi_14":58.317689719852915,"vol_20_annualized":0.8096077627906044,"gold":1318.0999755859375,"oil":62...
{"class":"down","r10":-0.278976}
{ "date": "2018-03-05" }
2018-03-05_return_reg
return_reg
train
Estimate the 10-day forward log return of BTC/USD from the given date. Return JSON: {"r10_log":<float>}.
{"date":"2018-03-05","features":{"asof_close":11512.599609375,"ret_1d":0.0019930384320943073,"ret_7d":0.19119717270956604,"ret_30d":0.3036944324519435,"ma_5":11087.5201171875,"ma_20":10489.5470703125,"ma5_gt_ma20":true,"rsi_14":58.317689719852915,"vol_20_annualized":0.8096077627906044,"gold":1318.0999755859375,"oil":62...
{"r10_log":-0.327083}
{ "date": "2018-03-05" }
2018-03-05_maxdd_cls
maxdd_cls
train
Classify the next-10-day max drawdown (vs today’s close) as low(>−3%), med(−3%..−8%), or high(≤−8%). Return JSON: {"bucket":"low|med|high","maxdd":<float>}.
{"date":"2018-03-05","features":{"asof_close":11512.599609375,"ret_1d":0.0019930384320943073,"ret_7d":0.19119717270956604,"ret_30d":0.3036944324519435,"ma_5":11087.5201171875,"ma_20":10489.5470703125,"ma5_gt_ma20":true,"rsi_14":58.317689719852915,"vol_20_annualized":0.8096077627906044,"gold":1318.0999755859375,"oil":62...
{"bucket":"high","maxdd":-0.281673}
{ "date": "2018-03-05" }
2018-03-06_direction_cls
direction_cls
train
Predict whether BTC/USD will be UP (>+2%), FLAT (−2%..+2%), or DOWN (<−2%) 10 calendar days after the given date. Return JSON: {"class":"up|flat|down","r10":<float>}.
{"date":"2018-03-06","features":{"asof_close":11573.2998046875,"ret_1d":0.005272501204946822,"ret_7d":0.1163918688340757,"ret_30d":0.26140742607748635,"ma_5":11322.6,"ma_20":10638.29658203125,"ma5_gt_ma20":true,"rsi_14":58.15574657609847,"vol_20_annualized":0.7884073198340572,"gold":1333.5999755859375,"oil":62.59999847...
{"class":"down","r10":-0.279518}
{ "date": "2018-03-06" }