[d_burfoot]

Why not use ML to build a statistical model of your data, and then use that model to compress it? You will likely get better codelengths for your specific dataset than off-the-shelf algorithms can achieve. And if you figure out a good model that describes the fluctuations in the cryptocurrency prices very well, then you can use that model pretty directly to make money via automated trading.

I've got an easy-to-use library for arithmetic encoding in Java, it would be easy to port to other languages: https://github.com/comperical/MirrorEncode