This project explores how Bitcoin market sentiment correlates with historical trader performance. By merging emotional market indicators (Fear/Greed Index) with real trading data, it aims to uncover hidden dynamics that can drive data-informed trading strategies.
The repository is structured as follows:
├── data
│ ├── processed
│ └── raw
├── notebooks
│ ├── 1_data_preprocessing.ipynb
│ ├── 2_exploratory_data_analysis.ipynb
│ └── 3_trader_clustering.ipynb
├── reports
│ ├── figures
│ └── quick_report.json
├── src
│ ├── data_processing.py
│ └── feature_engineering.py
├── .gitignore
├── README.md
└── requirements.txt
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Clone the repository:
git clone https://github.com/your-username/your-repo-name.git cd your-repo-name -
Install the dependencies:
pip install -r requirements.txt
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Run the notebooks in order:
notebooks/1_data_preprocessing.ipynbnotebooks/2_exploratory_data_analysis.ipynbnotebooks/3_trader_clustering.ipynb
- Analyze how market sentiment influences trader behavior and performance.
- Identify correlations between fear/greed cycles and profitability.
- Extract actionable insights for improved trading decision-making.
| Category | Tools & Libraries |
|---|---|
| Programming | Python |
| Data Handling | pandas, numpy |
| Visualization | matplotlib, seaborn, plotly |
| Modeling | scikit-learn, statsmodels |
| Environment | Jupyter Notebook |
✅ Correlation analysis between Fear/Greed and trading outcomes ✅ Interactive visualizations showing market emotion vs. profit trends ✅ Data-driven recommendations for traders to optimize strategies
Contributions, suggestions, and collaborations are welcome! Feel free to fork, open issues, or submit pull requests to enhance this project.
For discussions, ideas, or feedback, connect with Avijit Jana.