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We need to build a dashboard for monitoring internally the feeds, and this dashboard should be open, so that users can check the quality of the data feeds.
The data we need to track on the dashboard is:
Median absolute deviation: Take the median price we computed across sources, compute the difference each source has from the median, and print the median of the differences. Example: If prices are [100, 101, 102, 150], the median is 101.5, the absolute deviations are [1.5, 0.5, 0.5, 48.5], and the MAD is 1.5
Max deviation from median: Find the source with the max deviation from median, compute (in %), the maximum deviation from the median at each data point, and print it
Max Pairwise deviation & median pairwise deviation: Compute (in %) the deviation between each source, and print max & median.
The text was updated successfully, but these errors were encountered:
We need to build a dashboard for monitoring internally the feeds, and this dashboard should be open, so that users can check the quality of the data feeds.
The data we need to track on the dashboard is:
The text was updated successfully, but these errors were encountered: