Enhancements rolled out to Crypto-ML models
Bitcoin, Litecoin, and Bitcoin Cash machine-learning models have been enhanced.
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.
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.
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