Predict “news/events” that lead to an excess return of >5% within 48 hours for certain crypto projects

Predicting the occurrence of news/events that cause an excess return of more than 5% within 48 hours for specific crypto projects: Ethereum and Solana

Installation

All the code is in a Notebook, there is no requirement.txt to install. All the Data can be downloaded on the fly, it only takes a few seconds for the selected timeframe of 30 monhts.

Dependencies

This project requires the following dependencies:

• Python 3.7
• Requests
• NumPy
• Pandas
• JSON
• Regex
• Matplotlib
• Seaborn
• SciPy
• Scikit-learn
• Statsmodels (ta-lib)
• GoogleNews (pygooglenews)

Usage

To use this project, you may use Google Colab, click on the link below

Jupyter Notebooks

If you are not using Colab, run the following commands in a cell before going through the Notebook

!pip install numpy
!pip install pandas
!pip install regex
!pip install matplotlib
!pip install seaborn
!pip install scipy
!pip install scikit-learn
%conda install -c conda-forge ta-lib
import talib

#Steps to install pygooglenews
!pip install pygooglenews --no-deps
!pip install feedparser --force
!pip install beautifulsoup4 --force
!pip install dateparser --force
%pip install pygooglenews --no-deps
%pip install feedparser --force
%pip install beautifulsoup4 --force
%pip install dateparser --force
from pygooglenews import GoogleNews