Anticipating Cryptocurrency Prices Using Machine Learning

Table 1

Daily geometric mean return for different transaction fees. Results are obtained considering the period between Jan. 2016 and Apr. 2018.

	no fee
Baseline	1.005	1.003	1.001	0.999	0.995	0.985
Method 1	1.008	1.006	1.004	1.002	0.998	0.988
Method 2	1.005	1.003	1.001	0.999	0.995	0.985
Method 3	1.025	1.023	1.021	1.019	1.015	1.005