/custom_regression_signals_for_crypto

A Machine Learning Regression Algorithm to generate trading signals for Crypto. Uses Binance API.

Primary LanguageJupyter Notebook

custom_regression_signals_for_crypto

  • A Machine Learning Regression Algorithm to generate trading signals for Crypto. Uses Binance API.
  • Uses 30 day window to predict next day price of Bitcoin. i.e. t-29, t-29... t0 = X input features, t1 = y target label.
  • Picked and Trained a RNN LSTM Regression model.
  • Optimized Loss Function via Hyperparameter tuning and optimizer.
  • On a Test set RMSE and MAE around 30%

Plotting Predicted vs Actual BTC price labels. You can notice that the model picks up the pattern and has good degree of accuracy.

Screenshot 2022-05-25 at 13 59 17