Home Community Crypto-ML Roadmap and Feature Suggestions Big News Coming–Breakthrough in Anomaly Detection

This topic contains 5 replies, has 3 voices, and was last updated by Avatar joe1pratt 1 week, 5 days ago.

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  • #5847
    Justin
    Justin
    Moderator

    We have a big update coming soon.

    Anomaly detection gives us the ability to counter trade, which has been a goal of ours for a while now. Practically, this means our ML should reliably spot pending reversals in price (anomalies).

    We just had a significant breakthrough in AD that generates next-level results.

    Our current ML has lived in the swing-trading space (momentum rather than reversal), but this anomaly classification has major ramifications for day trading as well as long-term investing.

    Needless to say, we’re excited to share. Look for updates and this to be rolled out ASAP…

  • #5856
    Avatar
    kw
    Participant

    Looking forward to see how this affects performance!

  • #5866
    Justin
    Justin
    Moderator

    Great! Yes…we’re just doing some final quality validation to really run it through the ringer and see how it performs on new and different data sets. But this is certainly the biggest advance since the start of Crypto-ML. 🙂

  • #5995
    Avatar
    joe1pratt
    Participant

    Any information you can share on the release date for version 4.0 with anomaly detection?

    • #5999
      Justin
      Justin
      Moderator

      Hi @joe1pratt, this is such a big departure from the current models, we’re really putting it through the rigor and testing in an expanding set of scenarios.

      To be straight forward, we’re finding it is extremely capable–meaning it *can* generate results that are multiples better. However, it is also less dependable–meaning there are scenarios in which it really falters.

      As an analogy, if this was autonomous driving, we have something that can blast through freeway traffic at 120 MPH. But when it goes to park, it keeps denting its fender on light poles. Unacceptable on a high-end car.

      To address this, we’re generating our biggest data set ever. It is time consuming to get some of the historical data points at the frequency we need. And it’s also a massive amount of data to process.

      But the expectation is this will train our model in a sufficiently broad set of scenarios…and we should avoid those darn bumper dents.

      If I step back and look at our current models, they are a little more cautious and prefer to stick a little closer to the speed limits. But they’re dependable and get us where we want to go in a broad set of conditions. As a side bonus, this massive new data set we are generating will, at minimum, make our current model stronger and more robust.

      To sum…4.0 anomaly detection is our future and our focus. Whether it makes up the core of our models or it becomes another tool for our current models to leverage is yet to be seen. I expect we are weeks (not months) away from getting something live.

      • #6002
        Avatar
        joe1pratt
        Participant

        Thanks for providing such a detailed answer, Justin. Love the analogy too. Looking forward to seeing 4.0 in action in the near future.

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