mirror of
https://github.com/webclinic017/drift.git
synced 2026-08-18 21:38:09 +00:00
feat(Model): trying to get to a model that can train
This commit is contained in:
Mark Aron Szulyovszky
+240
-17
@@ -2,7 +2,7 @@
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 7,
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"execution_count": 1,
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"metadata": {},
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"outputs": [
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{
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@@ -10,33 +10,33 @@
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"output_type": "stream",
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"text": [
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"<class 'pandas.core.frame.DataFrame'>\n",
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"Index: 1501 entries, 2017-10-02 to 2021-11-10\n",
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"Index: 1500 entries, 2017-10-03 to 2021-11-10\n",
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"Data columns (total 21 columns):\n",
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" # Column Non-Null Count Dtype \n",
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"--- ------ -------------- ----- \n",
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" 0 BTC_returns 1500 non-null float64\n",
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" 1 TRX_returns 1500 non-null float64\n",
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" 2 XRP_returns 1500 non-null float64\n",
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" 3 IEF_volume 1006 non-null float64\n",
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" 4 IEF_returns 1005 non-null float64\n",
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" 5 QQQ_volume 1006 non-null float64\n",
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" 6 QQQ_returns 1005 non-null float64\n",
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" 7 FIL_returns 504 non-null float64\n",
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" 8 GLD_volume 1006 non-null float64\n",
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" 9 GLD_returns 1005 non-null float64\n",
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" 10 TLT_volume 1006 non-null float64\n",
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" 11 TLT_returns 1005 non-null float64\n",
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" 12 SPY_volume 1006 non-null float64\n",
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" 13 SPY_returns 1005 non-null float64\n",
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" 3 IEF_volume 1500 non-null float64\n",
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" 4 IEF_returns 1500 non-null float64\n",
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" 5 QQQ_volume 1500 non-null float64\n",
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" 6 QQQ_returns 1500 non-null float64\n",
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" 7 FIL_returns 1500 non-null float64\n",
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" 8 GLD_volume 1500 non-null float64\n",
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" 9 GLD_returns 1500 non-null float64\n",
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" 10 TLT_volume 1500 non-null float64\n",
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" 11 TLT_returns 1500 non-null float64\n",
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" 12 SPY_volume 1500 non-null float64\n",
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" 13 SPY_returns 1500 non-null float64\n",
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" 14 ETH_returns 1500 non-null float64\n",
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" 15 UNI_returns 420 non-null float64\n",
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" 16 DOT_returns 447 non-null float64\n",
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" 15 UNI_returns 1500 non-null float64\n",
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" 16 DOT_returns 1500 non-null float64\n",
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" 17 ADA_returns 1500 non-null float64\n",
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" 18 BNB_returns 1500 non-null float64\n",
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" 19 LTC_returns 1500 non-null float64\n",
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" 20 SOL_returns 580 non-null float64\n",
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" 20 SOL_returns 1500 non-null float64\n",
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"dtypes: float64(21)\n",
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"memory usage: 258.0+ KB\n"
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"memory usage: 257.8+ KB\n"
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]
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}
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],
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@@ -51,6 +51,229 @@
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"data.info()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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"<style scoped>\n",
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" .dataframe tbody tr th:only-of-type {\n",
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" vertical-align: middle;\n",
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" text-align: right;\n",
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" }\n",
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"</style>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>BTC_returns</th>\n",
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" <th>TRX_returns</th>\n",
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" <th>XRP_returns</th>\n",
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" <th>IEF_volume</th>\n",
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" <th>IEF_returns</th>\n",
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" <th>QQQ_volume</th>\n",
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" <th>QQQ_returns</th>\n",
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" <th>FIL_returns</th>\n",
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" <th>GLD_volume</th>\n",
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" <th>GLD_returns</th>\n",
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" <th>...</th>\n",
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" <th>TLT_returns</th>\n",
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" <th>SPY_volume</th>\n",
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" <th>SPY_returns</th>\n",
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" <th>ETH_returns</th>\n",
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" <th>UNI_returns</th>\n",
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" <th>DOT_returns</th>\n",
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" <th>ADA_returns</th>\n",
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" <th>BNB_returns</th>\n",
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" <th>LTC_returns</th>\n",
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" <th>SOL_returns</th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>2017-10-03</th>\n",
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" <td>-0.019799</td>\n",
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" <td>-0.134043</td>\n",
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" <td>0.000985</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>...</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>-0.016846</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>-0.194745</td>\n",
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" <td>-0.068931</td>\n",
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" <td>-0.021392</td>\n",
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" <td>0.0</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2017-10-04</th>\n",
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" <td>-0.022141</td>\n",
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" <td>0.372236</td>\n",
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" <td>0.050172</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>...</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>-0.000445</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.050384</td>\n",
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" <td>-0.117039</td>\n",
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" <td>-0.017833</td>\n",
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" <td>0.0</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2017-10-05</th>\n",
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" <td>0.024363</td>\n",
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" <td>-0.074008</td>\n",
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" <td>0.114754</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>...</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.011348</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>-0.016903</td>\n",
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" <td>0.032059</td>\n",
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" <td>0.008200</td>\n",
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" <td>0.0</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2017-10-06</th>\n",
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" <td>0.011686</td>\n",
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" <td>-0.030293</td>\n",
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" <td>-0.019328</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>...</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.045222</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>-0.140799</td>\n",
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" <td>-0.070490</td>\n",
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" <td>0.008521</td>\n",
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" <td>0.0</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2017-10-07</th>\n",
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" <td>0.014609</td>\n",
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" <td>-0.202393</td>\n",
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" <td>0.026992</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>...</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.009503</td>\n",
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" <td>0.0</td>\n",
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" <td>0.0</td>\n",
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" <td>0.124932</td>\n",
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" <td>0.006427</td>\n",
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" <td>0.009409</td>\n",
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" <td>0.0</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"<p>5 rows × 21 columns</p>\n",
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"</div>"
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],
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"text/plain": [
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" BTC_returns TRX_returns XRP_returns IEF_volume IEF_returns \\\n",
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"2017-10-03 -0.019799 -0.134043 0.000985 0.0 0.0 \n",
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"2017-10-04 -0.022141 0.372236 0.050172 0.0 0.0 \n",
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"2017-10-05 0.024363 -0.074008 0.114754 0.0 0.0 \n",
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"2017-10-06 0.011686 -0.030293 -0.019328 0.0 0.0 \n",
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"2017-10-07 0.014609 -0.202393 0.026992 0.0 0.0 \n",
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"\n",
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" QQQ_volume QQQ_returns FIL_returns GLD_volume GLD_returns \\\n",
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"2017-10-03 0.0 0.0 0.0 0.0 0.0 \n",
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"2017-10-04 0.0 0.0 0.0 0.0 0.0 \n",
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"2017-10-05 0.0 0.0 0.0 0.0 0.0 \n",
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"2017-10-06 0.0 0.0 0.0 0.0 0.0 \n",
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"2017-10-07 0.0 0.0 0.0 0.0 0.0 \n",
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"\n",
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" ... TLT_returns SPY_volume SPY_returns ETH_returns \\\n",
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"2017-10-03 ... 0.0 0.0 0.0 -0.016846 \n",
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"2017-10-04 ... 0.0 0.0 0.0 -0.000445 \n",
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"2017-10-05 ... 0.0 0.0 0.0 0.011348 \n",
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"2017-10-06 ... 0.0 0.0 0.0 0.045222 \n",
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"2017-10-07 ... 0.0 0.0 0.0 0.009503 \n",
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"\n",
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" UNI_returns DOT_returns ADA_returns BNB_returns LTC_returns \\\n",
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"2017-10-03 0.0 0.0 -0.194745 -0.068931 -0.021392 \n",
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"2017-10-04 0.0 0.0 0.050384 -0.117039 -0.017833 \n",
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"2017-10-05 0.0 0.0 -0.016903 0.032059 0.008200 \n",
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"2017-10-06 0.0 0.0 -0.140799 -0.070490 0.008521 \n",
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"2017-10-07 0.0 0.0 0.124932 0.006427 0.009409 \n",
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"\n",
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" SOL_returns \n",
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"2017-10-03 0.0 \n",
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"2017-10-04 0.0 \n",
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"2017-10-05 0.0 \n",
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"2017-10-06 0.0 \n",
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"2017-10-07 0.0 \n",
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"\n",
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"[5 rows x 21 columns]"
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]
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},
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"execution_count": 2,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"data.head(5)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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