An implementation of the 'Bayesian regression for latent source model' method for predicting price variation of Bitcoin. You can read more about the method at https://arxiv.org/pdf/1410.1231.pdf.

• Python 3.5
• MongoDB 3.2
• bigfloat prerequisites

    $ git clone https://github.com/stavros0/bitcoin-price-prediction.git
    $ cd bitcoin-price-prediction
    $ pip install -e .

• Gather market data from the OKCoin Spot Price API at the interval of every ten seconds:

$ python okcoin.py

• See bitcoin-price-prediction/examples for how to use the bayesian_regression.py module.

This project is licensed under the terms of the MIT license. See LICENSE for more information.