Coin seletion

[jnenx]

Hi,

The algo selects coins for the highest volume on the last 30 days. There are some coins that just don´t make sense, for example:

A coin that was delisted, or only introduced recently - no data for training.

Another bad coin data is reverse coins, I believe that will really mess up things with ML since it is reversed.

Another concern is using coins that are not pegged to the same pair, like ETH/BTC and ETH/USDT. There is supposed to be a zero-risk cash, be that BTC or USDT.

Yet another case is using the same coin that is pegged to different stable coins, like ETH/USDT and ETH/USDC. That is actually two pairs but virtually the same data.

Do you filter our those coins? How to deal with that?

Thanks again,

Jose

[louisoutin]

This might help: ZhengyaoJiang/PGPortfolio#23