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Given the cryptocurrencies’ data, we aim to forecast the future cryptocurrencies’ prices so as to execute profitable trades. We show that the cryptocurrencies’ prices also exhibit desirable properties such as stationarity and mixing. Some classical time series prediction models that exploit this behavior, such as “Arima” models produce poor predictions and also lack good probabilistic interpretations. We have introduced a theoretical framework in the 1st place and for predicting and trading prices of the cryptocurrencies for future and based on that we have designed our model which is based on “Neural Network” model which can give better prediction values as compared to the other models.