Prices contain subtle and complex patterns that are difficult to detect with the standard methods of empirical finance. This set of code consider price trend patterns from a machine learning perspective.
Replication from paper: (Re-)Imag(in)ing Price Trends, Journal of Finance
Current dataset that applies for this repo: meme coins from 2010 until October 2024.
Image Width:
- for 5 days, it should be 15
- for 20 days, it should be 60
- for 60 days, it should be 180
Image Height:
- for 5 days, it should be 32
- for 20 days, it should be 64
- for 60 days, it should be 96
More information can be found at: Dacheng's Xiu Website