BTCDash is a Bitcoin price prediction dashboard showcasing pseudo-real time prediction of the next period Bitcoin prices denominated in USD.
Included on the dashboard are a 50 day BTCUSD OHLC chart with predicted price overlay line, a momentum gauge that displays the fear and greed using Relative Strength Indicator, and directional prediction accuracy over the last 30 periods. Data gathered from Bitstamp.
BTCDash includes a real time pseudo live prediction update chart as follows:
- BTCUSD OHLC chart with predicted price overlay
- Momentum gauge using Relative Strength Indicator
- Directional prediction confusion metrics
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We establish our baseline using the previous period log returns for RMSE and directional accurcy calculation.
| Baseline | RMSE | Directional Accuracy |
|---|---|---|
| Baseline | 0.0597 | 0.4724 |
| Univariate AR(16) | 0.0340 | 0.5333 |
| Univariate ARIMA(5, 1, 1) | 0.0268 | 0.7143 |
| Univariate LSTM(diff=1) | 0.0285 | 0.8000 |