{"cells":[{"cell_type":"code","execution_count":1,"id":"3c2b0b77","metadata":{"id":"3c2b0b77","executionInfo":{"status":"ok","timestamp":1677928860813,"user_tz":-60,"elapsed":4158,"user":{"displayName":"Paolo Cole","userId":"03625126453376806525"}}},"outputs":[],"source":["import pandas as pd\n","import numpy as np\n","from sklearn import linear_model\n","import statsmodels.api as sm\n","from datetime import datetime\n","from matplotlib import pyplot as plt\n","plt.style.use(\"seaborn\")\n","import seaborn"]},{"cell_type":"code","execution_count":2,"id":"38a8bbb2","metadata":{"colab":{"base_uri":"https://localhost:8080/","height":692},"id":"38a8bbb2","executionInfo":{"status":"ok","timestamp":1677928921299,"user_tz":-60,"elapsed":42738,"user":{"displayName":"Paolo Cole","userId":"03625126453376806525"}},"outputId":"64ae4ff0-037f-45bf-c55b-a48dc30abbf7"},"outputs":[{"output_type":"execute_result","data":{"text/plain":[" dateN open high low close LNclose \\\n","date \n","2020-10-03 44107 0.523836 65.305938 0.523801 53.151488 3.973146 \n","2020-10-04 44108 53.179858 55.070355 50.688990 52.675035 3.964142 \n","2020-10-05 44109 52.675035 55.112358 49.787900 53.219243 3.974420 \n","2020-10-06 44110 53.291969 53.402270 40.734578 42.401599 3.747186 \n","2020-10-07 44111 42.399947 42.408314 35.970690 40.083976 3.690977 \n","... ... ... ... ... ... ... \n","2022-09-25 44829 0.488732 0.518314 0.478734 0.492627 -0.708002 \n","2022-10-02 44836 0.475119 0.477434 0.448158 0.448850 -0.801066 \n","2022-10-09 44843 0.517149 0.541416 0.508167 0.534061 -0.627246 \n","2022-10-16 44850 0.481530 0.487103 0.471813 0.477010 -0.740218 \n","2022-10-23 44857 0.465490 0.471006 0.453438 0.469033 -0.757081 \n","\n"," VARclose closeBTC LNcloseBTC VARcloseBTC volume \\\n","date \n","2020-10-03 NaN 0.005038 -5.290671 NaN NaN \n","2020-10-04 -0.008964 0.004937 -5.311011 -0.020134 NaN \n","2020-10-05 0.010331 0.004931 -5.312264 -0.001253 NaN \n","2020-10-06 -0.203266 0.003998 -5.521839 -0.189071 5.830915e+05 \n","2020-10-07 -0.054659 0.003757 -5.584118 -0.060380 6.828342e+05 \n","... ... ... ... ... ... \n","2022-09-25 0.272698 0.000026 -10.549726 0.322925 3.422192e+09 \n","2022-10-02 -0.088865 0.000024 -10.655580 -0.100444 1.524149e+09 \n","2022-10-09 0.189842 0.000027 -10.502665 0.165226 1.789207e+09 \n","2022-10-16 -0.106824 0.000025 -10.606424 -0.098558 1.028960e+09 \n","2022-10-23 -0.016722 0.000024 -10.638681 -0.031743 9.509743e+08 \n","\n"," supply volumeSUsupply VARsupply volumeUSD \\\n","date \n","2020-10-03 NaN NaN NaN NaN \n","2020-10-04 NaN NaN NaN NaN \n","2020-10-05 1.674735e+06 NaN NaN NaN \n","2020-10-06 1.674735e+06 0.348169 6.501076e-11 2.472401e+07 \n","2020-10-07 1.674735e+06 0.407727 8.347778e-12 2.737071e+07 \n","... ... ... ... ... \n","2022-09-25 4.984875e+10 0.068652 -1.437331e-11 1.685865e+09 \n","2022-10-02 4.990067e+10 0.030544 1.041530e-03 6.841141e+08 \n","2022-10-09 4.985858e+10 0.035886 -8.434907e-04 9.555450e+08 \n","2022-10-16 4.996418e+10 0.020594 2.118160e-03 4.908242e+08 \n","2022-10-23 4.988702e+10 0.019063 -1.544475e-03 4.460387e+08 \n","\n"," supplyUSD crypto \n","date \n","2020-10-03 NaN Aave \n","2020-10-04 NaN Aave \n","2020-10-05 8.912813e+07 Aave \n","2020-10-06 7.101144e+07 Aave \n","2020-10-07 6.713004e+07 Aave \n","... ... ... \n","2022-09-25 2.455686e+10 XRP \n","2022-10-02 2.239791e+10 XRP \n","2022-10-09 2.662750e+10 XRP \n","2022-10-16 2.383341e+10 XRP \n","2022-10-23 2.339868e+10 XRP \n","\n","[62921 rows x 17 columns]"],"text/html":["\n","
\n"," | dateN | \n","open | \n","high | \n","low | \n","close | \n","LNclose | \n","VARclose | \n","closeBTC | \n","LNcloseBTC | \n","VARcloseBTC | \n","volume | \n","supply | \n","volumeSUsupply | \n","VARsupply | \n","volumeUSD | \n","supplyUSD | \n","crypto | \n","
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
date | \n","\n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," |
2020-10-03 | \n","44107 | \n","0.523836 | \n","65.305938 | \n","0.523801 | \n","53.151488 | \n","3.973146 | \n","NaN | \n","0.005038 | \n","-5.290671 | \n","NaN | \n","NaN | \n","NaN | \n","NaN | \n","NaN | \n","NaN | \n","NaN | \n","Aave | \n","
2020-10-04 | \n","44108 | \n","53.179858 | \n","55.070355 | \n","50.688990 | \n","52.675035 | \n","3.964142 | \n","-0.008964 | \n","0.004937 | \n","-5.311011 | \n","-0.020134 | \n","NaN | \n","NaN | \n","NaN | \n","NaN | \n","NaN | \n","NaN | \n","Aave | \n","
2020-10-05 | \n","44109 | \n","52.675035 | \n","55.112358 | \n","49.787900 | \n","53.219243 | \n","3.974420 | \n","0.010331 | \n","0.004931 | \n","-5.312264 | \n","-0.001253 | \n","NaN | \n","1.674735e+06 | \n","NaN | \n","NaN | \n","NaN | \n","8.912813e+07 | \n","Aave | \n","
2020-10-06 | \n","44110 | \n","53.291969 | \n","53.402270 | \n","40.734578 | \n","42.401599 | \n","3.747186 | \n","-0.203266 | \n","0.003998 | \n","-5.521839 | \n","-0.189071 | \n","5.830915e+05 | \n","1.674735e+06 | \n","0.348169 | \n","6.501076e-11 | \n","2.472401e+07 | \n","7.101144e+07 | \n","Aave | \n","
2020-10-07 | \n","44111 | \n","42.399947 | \n","42.408314 | \n","35.970690 | \n","40.083976 | \n","3.690977 | \n","-0.054659 | \n","0.003757 | \n","-5.584118 | \n","-0.060380 | \n","6.828342e+05 | \n","1.674735e+06 | \n","0.407727 | \n","8.347778e-12 | \n","2.737071e+07 | \n","6.713004e+07 | \n","Aave | \n","
... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","
2022-09-25 | \n","44829 | \n","0.488732 | \n","0.518314 | \n","0.478734 | \n","0.492627 | \n","-0.708002 | \n","0.272698 | \n","0.000026 | \n","-10.549726 | \n","0.322925 | \n","3.422192e+09 | \n","4.984875e+10 | \n","0.068652 | \n","-1.437331e-11 | \n","1.685865e+09 | \n","2.455686e+10 | \n","XRP | \n","
2022-10-02 | \n","44836 | \n","0.475119 | \n","0.477434 | \n","0.448158 | \n","0.448850 | \n","-0.801066 | \n","-0.088865 | \n","0.000024 | \n","-10.655580 | \n","-0.100444 | \n","1.524149e+09 | \n","4.990067e+10 | \n","0.030544 | \n","1.041530e-03 | \n","6.841141e+08 | \n","2.239791e+10 | \n","XRP | \n","
2022-10-09 | \n","44843 | \n","0.517149 | \n","0.541416 | \n","0.508167 | \n","0.534061 | \n","-0.627246 | \n","0.189842 | \n","0.000027 | \n","-10.502665 | \n","0.165226 | \n","1.789207e+09 | \n","4.985858e+10 | \n","0.035886 | \n","-8.434907e-04 | \n","9.555450e+08 | \n","2.662750e+10 | \n","XRP | \n","
2022-10-16 | \n","44850 | \n","0.481530 | \n","0.487103 | \n","0.471813 | \n","0.477010 | \n","-0.740218 | \n","-0.106824 | \n","0.000025 | \n","-10.606424 | \n","-0.098558 | \n","1.028960e+09 | \n","4.996418e+10 | \n","0.020594 | \n","2.118160e-03 | \n","4.908242e+08 | \n","2.383341e+10 | \n","XRP | \n","
2022-10-23 | \n","44857 | \n","0.465490 | \n","0.471006 | \n","0.453438 | \n","0.469033 | \n","-0.757081 | \n","-0.016722 | \n","0.000024 | \n","-10.638681 | \n","-0.031743 | \n","9.509743e+08 | \n","4.988702e+10 | \n","0.019063 | \n","-1.544475e-03 | \n","4.460387e+08 | \n","2.339868e+10 | \n","XRP | \n","
62921 rows × 17 columns
\n","\n"," | dateN | \n","open | \n","high | \n","low | \n","close | \n","LNclose | \n","VARclose | \n","closeBTC | \n","LNcloseBTC | \n","VARcloseBTC | \n","volume | \n","supply | \n","volumeSUsupply | \n","VARsupply | \n","volumeUSD | \n","supplyUSD | \n","crypto | \n","
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
date | \n","\n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," |
2014-05-21 | \n","41780 | \n","2.473720 | \n","2.647880 | \n","1.231060 | \n","1.602470 | \n","0.471546 | \n","NaN | \n","0.003259 | \n","-5.726465 | \n","NaN | \n","246540.00 | \n","8.627701e+05 | \n","0.285754 | \n","NaN | \n","3.950730e+05 | \n","1.382563e+06 | \n","Monero | \n","
2014-05-22 | \n","41781 | \n","1.589400 | \n","2.188880 | \n","1.359090 | \n","2.095580 | \n","0.739830 | \n","0.307719 | \n","0.003995 | \n","-5.522766 | \n","0.225929 | \n","132918.00 | \n","8.854865e+05 | \n","0.150107 | \n","0.026330 | \n","2.785403e+05 | \n","1.855608e+06 | \n","Monero | \n","
2014-05-23 | \n","41782 | \n","2.051040 | \n","3.434370 | \n","2.051040 | \n","2.963020 | \n","1.086209 | \n","0.413938 | \n","0.005696 | \n","-5.168047 | \n","0.425780 | \n","266852.00 | \n","9.085933e+05 | \n","0.293698 | \n","0.026095 | \n","7.906878e+05 | \n","2.692180e+06 | \n","Monero | \n","
2014-05-24 | \n","41783 | \n","2.920390 | \n","4.014240 | \n","2.617780 | \n","3.702450 | \n","1.308995 | \n","0.249553 | \n","0.007050 | \n","-4.954666 | \n","0.237855 | \n","248028.00 | \n","9.336136e+05 | \n","0.265665 | \n","0.027537 | \n","9.183113e+05 | \n","3.456658e+06 | \n","Monero | \n","
2014-05-25 | \n","41784 | \n","4.043030 | \n","4.043030 | \n","2.803300 | \n","3.138560 | \n","1.143764 | \n","-0.152302 | \n","0.005491 | \n","-5.204654 | \n","-0.221190 | \n","283545.00 | \n","9.537302e+05 | \n","0.297301 | \n","0.021547 | \n","8.899230e+05 | \n","2.993339e+06 | \n","Monero | \n","
... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","
2022-09-25 | \n","44829 | \n","141.757821 | \n","144.527577 | \n","140.147195 | \n","141.104094 | \n","4.949498 | \n","0.004396 | \n","0.007505 | \n","-4.892226 | \n","0.044035 | \n","49824839.66 | \n","1.817916e+07 | \n","2.740767 | \n","0.000142 | \n","7.030489e+09 | \n","2.565154e+09 | \n","Monero | \n","
2022-10-02 | \n","44836 | \n","140.883370 | \n","141.817629 | \n","136.602672 | \n","136.917337 | \n","4.919377 | \n","-0.029671 | \n","0.007189 | \n","-4.935136 | \n","-0.042002 | \n","74110631.60 | \n","1.818218e+07 | \n","4.076003 | \n","0.000166 | \n","1.014703e+10 | \n","2.489456e+09 | \n","Monero | \n","
2022-10-09 | \n","44843 | \n","147.296697 | \n","148.957337 | \n","145.286213 | \n","145.686264 | \n","4.981455 | \n","0.064045 | \n","0.007492 | \n","-4.893963 | \n","0.042032 | \n","52054450.00 | \n","1.818518e+07 | \n","2.862465 | \n","0.000165 | \n","7.583618e+09 | \n","2.649331e+09 | \n","Monero | \n","
2022-10-16 | \n","44850 | \n","139.549578 | \n","143.480793 | \n","139.549578 | \n","143.164382 | \n","4.963993 | \n","-0.017310 | \n","0.007430 | \n","-4.902212 | \n","-0.008215 | \n","50093538.00 | \n","1.818822e+07 | \n","2.754175 | \n","0.000167 | \n","7.171610e+09 | \n","2.603906e+09 | \n","Monero | \n","
2022-10-23 | \n","44857 | \n","142.805842 | \n","144.903386 | \n","142.196376 | \n","144.488086 | \n","4.973197 | \n","0.009246 | \n","0.007384 | \n","-4.908403 | \n","-0.006172 | \n","59010194.27 | \n","1.819122e+07 | \n","3.243883 | \n","0.000165 | \n","8.526270e+09 | \n","2.628415e+09 | \n","Monero | \n","
2866 rows × 17 columns
\n","\n"," | dateN | \n","open | \n","high | \n","low | \n","close | \n","LNclose | \n","VARclose | \n","closeBTC | \n","LNcloseBTC | \n","VARcloseBTC | \n","volume | \n","supply | \n","volumeSUsupply | \n","VARsupply | \n","volumeUSD | \n","supplyUSD | \n","crypto | \n","
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
date | \n","\n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," | \n"," |
2017-07-04 | \n","42920 | \n","4.098010 | \n","4.191240 | \n","2.933450 | \n","3.372000 | \n","1.215506 | \n","-0.174872 | \n","0.001296 | \n","-6.648391 | \n","-0.186791 | \n","2.185590e+08 | \n","1.631540e+08 | \n","1.339587 | \n","0.018049 | \n","7.369810e+08 | \n","5.501552e+08 | \n","EOS | \n","
2017-07-05 | \n","42921 | \n","3.356000 | \n","3.523500 | \n","2.730130 | \n","3.003230 | \n","1.099688 | \n","-0.109362 | \n","0.001154 | \n","-6.764343 | \n","-0.109482 | \n","1.243390e+08 | \n","1.666960e+08 | \n","0.745903 | \n","0.021710 | \n","3.734186e+08 | \n","5.006264e+08 | \n","EOS | \n","
2017-07-06 | \n","42922 | \n","3.014260 | \n","3.867470 | \n","3.007830 | \n","3.361330 | \n","1.212337 | \n","0.119238 | \n","0.001289 | \n","-6.654217 | \n","0.116419 | \n","1.774630e+08 | \n","1.690883e+08 | \n","1.049529 | \n","0.014351 | \n","5.965117e+08 | \n","5.683615e+08 | \n","EOS | \n","
2017-07-07 | \n","42923 | \n","3.351170 | \n","3.351170 | \n","2.713240 | \n","2.801110 | \n","1.030016 | \n","-0.166666 | \n","0.001112 | \n","-6.801466 | \n","-0.136921 | \n","9.659650e+07 | \n","1.717674e+08 | \n","0.562368 | \n","0.015845 | \n","2.705774e+08 | \n","4.811395e+08 | \n","EOS | \n","
2017-07-08 | \n","42924 | \n","2.824680 | \n","2.896960 | \n","2.085130 | \n","2.586900 | \n","0.950460 | \n","-0.076473 | \n","0.001006 | \n","-6.901722 | \n","-0.095394 | \n","1.511620e+08 | \n","1.891830e+08 | \n","0.799025 | \n","0.101390 | \n","3.910410e+08 | \n","4.893975e+08 | \n","EOS | \n","
... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","... | \n","
2022-09-25 | \n","44829 | \n","1.198194 | \n","1.216203 | \n","1.151198 | \n","1.165976 | \n","0.153558 | \n","-0.103206 | \n","0.000062 | \n","-9.688166 | \n","-0.067813 | \n","1.638299e+08 | \n","1.001558e+09 | \n","0.163575 | \n","0.000525 | \n","1.910217e+08 | \n","1.167792e+09 | \n","EOS | \n","
2022-10-02 | \n","44836 | \n","1.222000 | \n","1.223380 | \n","1.157091 | \n","1.159294 | \n","0.147811 | \n","-0.005731 | \n","0.000061 | \n","-9.706702 | \n","-0.018366 | \n","1.410725e+08 | \n","1.002161e+09 | \n","0.140768 | \n","0.000602 | \n","1.635445e+08 | \n","1.161799e+09 | \n","EOS | \n","
2022-10-09 | \n","44843 | \n","1.109604 | \n","1.132399 | \n","1.109604 | \n","1.120548 | \n","0.113817 | \n","-0.033422 | \n","0.000058 | \n","-9.761601 | \n","-0.053420 | \n","1.003715e+08 | \n","1.002770e+09 | \n","0.100094 | \n","0.000608 | \n","1.124711e+08 | \n","1.123651e+09 | \n","EOS | \n","
2022-10-16 | \n","44850 | \n","1.051066 | \n","1.073120 | \n","1.039695 | \n","1.052779 | \n","0.051433 | \n","-0.060478 | \n","0.000055 | \n","-9.814772 | \n","-0.051782 | \n","1.176677e+08 | \n","1.003377e+09 | \n","0.117272 | \n","0.000605 | \n","1.238781e+08 | \n","1.056334e+09 | \n","EOS | \n","
2022-10-23 | \n","44857 | \n","1.067417 | \n","1.097532 | \n","1.066230 | \n","1.093887 | \n","0.089737 | \n","0.039047 | \n","0.000056 | \n","-9.791863 | \n","0.023174 | \n","1.944180e+08 | \n","1.003984e+09 | \n","0.193646 | \n","0.000605 | \n","2.126712e+08 | \n","1.098245e+09 | \n","EOS | \n","
1727 rows × 17 columns
\n","