Sorry for the delay in posting. I did have the follow-up
surgery a week ago. While it was successful, it set me back physically. I
elected go from the hospital to a skilled nursing facility. I spent 100 days
here in the spring and was happy with the results. They have good treatment
nurses and decent physical therapists. I made many friends when I was here
before. I expect to be here a couple of weeks. During the stay, I hope to
continue working on the crypto currency pricing project.
The other cause for my slowness is a slight direction
change. I had intended to start analyzing specific trading models. But it
occurred to me that there was a fundamental question that should be addressed
first. Do recent prices predict future ones? If
the answer to that is no, then the entire project has no value. So, I’ve
decided to look for this answer first. To tackle this, I wanted to look at the
correlation between past and future prices. It’s turning out to be more complex
than I originally thought. Rather than simply picking a few specific time
frames, I am looping through multiple combinations. This has introduced
complexity to the code and testing. But it’s the same complexity I expect when
I start modeling specific approaches, so the effort won’t be wasted.
Follow me on Twitter, @billlanke, to know when I post some
results.
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