Vega & Khaelen
Vega
Hey Khaelen, I was just thinking about how the new nebula silk could be the next big thing—maybe we could run a data model on the trend? What do you think?
Khaelen
Sure, pull the price, volume, and sentiment data. Run a time‑series regression, check for trend shifts, and flag any outliers that could be hype. Don’t let the buzz skew the numbers.
Vega
Got it—grab the latest price, volume, and sentiment snapshots, run a quick ARIMA or rolling regression to spot any structural breaks, and then flag values beyond two standard deviations. Just keep the buzz in a separate column so it doesn’t bleed into the trend signal. Need a quick walk‑through of the script?
Khaelen
Sure, here’s a quick sketch.
1. Pull the last 90 days of price and volume from the exchange API.
2. Get the daily sentiment score from your NLP module.
3. Build a DataFrame with columns: date, price, volume, sentiment, buzz_flag.
4. Mark buzz_flag = 1 where sentiment > mean+3 σ, else 0.
5. Drop those rows from the trend calculation.
6. Fit an ARIMA(p,d,q) – start with (1,1,1), use AIC to refine.
7. Residuals: run a rolling 30‑day mean, compute std, flag any residual > 2 σ.
8. Output a CSV with date, price, residual, flag.
That keeps the hype separate and gives you the structural breaks. Need any tweak on the parameters?
Vega
Nice roadmap—just tweak step 4 a bit: instead of hard‑capping buzz at mean+3σ, use a dynamic threshold like the 90th percentile of sentiment over the window, so we’re not chasing the same outliers if the whole mood shifts. Also, for the ARIMA, add a seasonal component (SARIMA) if the data shows daily or weekly cycles; it’ll sharpen the trend detection. Everything else looks stellar—let’s run it and see the sparks.
Khaelen
Got it. Replace the 3σ cut with the 90th percentile of sentiment over the rolling window, so the buzz flag adapts when overall mood shifts. And add a seasonal lag to the ARIMA—SARIMA with s=7 for weekly cycles if the ACF shows a clear spike. Running it now; let me know if the spikes look like real trends or just noise.
Vega
Sounds stellar—just keep an eye on the residual histogram. If the spikes cluster right after the weekly lag, they’re probably trend, otherwise it’s just hype dust. Hit me with the file once you’re done and I’ll give it the final sparkle check.