Multiple Cryptocurrencies Pricing Prediction using LSTM (Python / TensorFlow / Keras)

Yeung WONG
Financial Data Analysis
7 min readAug 28, 2021

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Goal

Algorithm trading is the most controversial topic around the world. Researchers and investment experts put all their efforts in order to capture the trends of the prices so as to gain marginal profit. As a data enthusiast, I am interested in how accurate the prediction model can be, and therefore, in this article, I will use one of the fundamental neural network mechanisms “LSTM” to predict multiple cryptocurrencies’ pricing.

LSTM Architecture

Data Import

To work on the prediction model, we first have to get the pricing data. For those who have no data, I recommend you first read the below article.

Web Scraping Cryptocurrency 1-Minute Price Data (Python)

This tutorial will demonstrate how to get the 1-minute price data of cryptocurrency. Also, for future discussion, I will make use of this data as well so better check the article before continuing.

All codes and data are uploaded to my GitHub. You can check and folk this repo to further study the model. =)

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Yeung WONG
Financial Data Analysis

Hong Kong | Master of Data Science | Hackathon Enthusiast | Public Speaker | Top Writter | R | Python | Sports Analytics | Investment | https://blog.cyda.hk/