Algorithmic trading with cryptocurrencies - does twitter sentiment impact short-term price fluctuations in bitcoin

Since its inception in 2009, Bitcoin has gained popularity and importance in financial markets. The Bitcoin price is highly volatile entailing high risk and chances of high returns for traders. This work is part of a work project, which performs a holistic approach to build an intra day Bitcoin trading algorithm based on predictive analysis of Machine Learning models. This part performs a Sentiment Analysis on Twitter data, showing a Granger causal relationship between the extracted Sentiment and the Bitcoin price