Bitcoin Return Direction Prediction

This CourseLet develops a complete machine learning pipeline to predict the daily return direction of Bitcoin (BTC-USD) over the period 2018–2024, systematically predict whether Bitcoin closes up or down the next day?

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Courselet Content

3 components

	Bitcoin Return Direction Prediction (pdf)	6.49 M
	Bitcoin Return Direction Prediction (video)	47 min

Requirements

Basic knowledge of Python and pandas and understanding of financial time series

General Overview

Description

Full machine learning pipeline for predicting the daily return direction of Bitcoin (BTC-USD) from 2018–2024. Using 39 technical features combined with the Fear & Greed Index and VADER sentiment scores, trained and evaluate Random Forest, XGBoost, LightGBM, a Voting Ensemble, and LSTM. The analysis covers hyperparameter optimization via Optuna, SHAP-based explainability, McNemar significance testing, Bootstrap Confidence Intervals, and a rule-based trading strategy with Sharpe & Sortino evaluation