Proxy Model From Polymarket's 15 Minute Bitcoin Price

I found historical datasets for Polymarket's 15 minute up or down Bitcoin price and I think I can use this data to obtain useful signals via a proxy model. I'll start with linear regression to build a prediction model, to see if this transfer learning approach works here.

Yes, it will be overfitting, but for this signal generator it would be by design. The end goal is to find features that improve the random forest's split rules, thus further improving the win rate.