Demand and Supply Variables Leads to the Worst BTC Return Predictions

Researcher: Andre Kleynhans, University of Pretoria
Supervisor: Prof. Ritesh Ajoodha, University of the Witwatersrand, Johannesburg

Bitcoin (BTC) return prediction is a fairly difficult task. Past literature focuses on models to ensure the best return prediction. Little focus is on discovering the best features for bitcoin return prediction.  This research report attempts to bridge this gap. This research report finds the most important features from commonly used features used in the literature.