Enhancements rolled out to Crypto-ML models

Bitcoin, Litecoin, and Bitcoin Cash machine-learning models have been enhanced.

Enhancement Results

Based on historical testing, the improvements over prior models are as follows:

• Bitcoin: returns improved by 26%
• Litecoin: returns improved by 16%
• Bitcoin Cash: returns improved by 10%

Positions Not Affected

Under the prior models, positions were recently opened for all coins. These positions are also open under the enhanced models.

Enhancement Details

These updates are a result of a project that sought to answer which approach would perform better: (a) individual models derived for each crypto, or (b) a unified model encapsulating data across all included crypto.

The enhancements are live for Feb 12, 2018.