How VANGA Crypto works
VANGA Crypto proposes a novel framework to predict the price of Ethereum token (ETH), a second largest cryptocurrency by market cap. The model has a wide range of practical applications and can be used to create automated trading strategies and trading robots.
The framework of the model creation consists of the following phases:
Extensive variable sets have been collected from on-chain data.
Some variables have been selected from the acquired dataset based on significant statistical correlations. Macroeconomic indices and variables have been added.
Segmentation of input data based on the PELT (Pruned Exact Linear Time) CPD (Change Point Detection) algorithm is conducted.
Price prediction model, composed of LSTM and the so-called VANGA™ mechanism, developed by CREAN Labs data scientists, has been created.
A full setup, including data preprocessing and metrics’ evaluation frameworks, implementation details, as well as Telegram alert bot and trading bot are provided to the end user.
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