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blipblapbloopblip t1_j9ex5gp wrote

Obviously, if there is one, it uses expensive proprietary data as input and is an exceedingly valuable asset that will not be accessible to laypeople. Alternatively, if one was accessible, it would quickly be used by so many people that it would stop predicting the next price through a process called "alpha decay" or arbitraging-away.

So the answer to your question is no. Besides, the nexy minute is a smidge too long for order book data to provide valuable input, and too short for external data to affect the price, so you ask about predicting noise which will be hard in my opinion.

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