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Bitcoin Forecasting

Based on a report by the Wall Street Journal, Bitcoin is surging due to an increase in investor enthusiasm and technology that allow more novice investors to begin trading, while also being a hedge against the dollar due to the global affairs. In this notebook, we investigate further the relationship between these data points and try to fit a model to predict the price of Bitcoin.

We will use Yahoo Bitcoin History, the data is free to download. Available here.

We are also using US Dollar Index Futures Historical Data from Investing.com. Available here.

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Bitcoin Forecasting using VAR, XGBoost, and Facebook Prophet

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  • Jupyter Notebook 100.0%