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Predicting Bitcoin price using sentiment analysis.

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Tweetwise

Tweetwise is my attempt to create an automated system for Bitcoin trading, implementing the techniques described in Colianni et al. to build a predictive model based on Twitter sentiment analysis [1].

Setup

  1. Create a new virtual environment $ virtualenv -p python3 venv $ source venv/bin/activate $ pip install -r requirements.txt
  2. Download the NLTK corpora: $ python >>> import nltk >>> nltk.download

Instructions

python collect_tweets.py -o raw_tweets.txt python process_tweets.py -i raw_tweets.txt -o processed_tweets.txt

Downloading the data set

I spent ~5 months collecting data (10/16 - 2/17), based on the methods described in the paper. You can download the data here.

References

[1] Colianni, Rosales, Signorotti. Algorithmic Trading of Cryptocurrency Based on Twitter Sentiment Analysis http://cs229.stanford.edu/proj2015/029_report.pdf. Web. 20 September 2016.

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