I want an algorithm to rank the movement of crypto-curriencies.
Basically, I have a list of trades, where each trade consists of 3 attributes:
1) time (when the trade happened),
2) volume (How much was bought (positive) or sold (negative))
3) Price (at which the trade was executed) (in terms of USD)
So we have over 100 trades for Bitcoin, Ripple, Ethereum ...etc (each).
What I want, is an algorithm to rank these currencies. For example, for every trade, everyone is buying bitcoin at a very fast rate (eg 20 trades per second and high volume), then this currency will rank very well. However, if no one is trading Bitcoin, or everyone is selling it, then this currency will rank low. I want a function that returns a number between 0 to 1 or -1 to 1 that shows its rank.
You can use any math functions you think are necessary (eg logs, trigonometry, calculus, generating functions etc).
For any other questions, feel free to ask them.
Canned responses will be ignored.
I look forward to hearing from you