In this project, we will elaborate on different Ensemble Machine Learning methods to predict the price movement of cryptocurrency prices. For that, we use hourly bitcoin (BTC) price data from Binance and write our own trading bot that interacts with Binance and does the buying and selling for us. I am also not showing the full code for the trading bot implementation, but will only provide some rough overview over the key functions. This is a work in progress!
Link to the notebook on GitHub: Link
Project plan
[x] Develop Walk forward validation of XGBoost algorithms
[ ] Show Binance API and how the trading bot will work
[ ] Optional: Include benchmarking on Ensemble Methods (Voting, Stacking, Bagging)