The data behind it
Free, public and real. Prices are fetched fresh every trading day; nothing is typed in by hand.
- market-days of training data
- 95,615
- markets pooled
- 18
- of history, from 2000
- 26 years
- features per day
- 8
market-days of training data
markets pooled
of history, from 2000
features per day
What the network learns from
Daily closes from Yahoo Finance, from 2000 where a market has that much history.
Stocks
- S&P 500 SPY
- Nasdaq-100 QQQ
- US small caps IWM
- US real estate VNQ
World
- Nifty 50 ^NSEI
- Nikkei 225 ^N225
- DAX ^GDAXI
- FTSE 100 ^FTSE
- Developed markets EFA
- Emerging markets EEM
Bonds
- US 20+ year Treasuries TLT
- US 7-10 year Treasuries IEF
Commodities
- Gold GLD
- Silver SLV
- Oil USO
- Commodity basket DBC
Crypto
- Bitcoin BTC
- Ethereum ETH-USD
Eight features a day
Returns
1, 21, 63, 126, 252 days
How far price moved over a day, a month, a quarter, half a year and a year, divided by that market's own volatility so Bitcoin and bonds speak the same language.
Trend signals
MACD 8/24, 16/48, 32/96
Gap between a fast and a slow average, at three speeds. Positive means the trend is up; the size says how firmly.
Target: the next day's return, divided by volatility. The network sees 63 days of these eight numbers at a time.
What it trades on, live
iShares Bitcoin Trust IBIT
The Bitcoin ETF traded, daily open and close since its launch on 11 Jan 2024
SPDR Gold Shares GLD
The gold ETF traded
13-week US T-bill yield ^IRX
What idle money earns
Rupees per dollar INR=X
To measure everything in rupees
Binance BTC/USDT Bitcoin before 2024
Real Bitcoin prices at US market hours, standing in for the ETF before it existed
NSE ETFs NIFTYBEES, GOLDBEES
The Indian alternatives, plus Bitcoin in rupees and SBI FD rates