ideas.md

Data

http://data.pystock.com/

Calibrate GARCH model

http://www.quantatrisk.com/2014/10/23/garch11-model-in-python/

Hawkes and Bitcoin

http://jheusser.github.io/2013/09/08/hawkes.html

Understand behaviors along the time

Use NMF on the tensor buyers X sellers X time.