Hi,
Over the past few months I’ve built a pipeline that produces weekly observational snapshots of crypto markets, aligning spot market structure (prices, spreads, liquidity context) with aggregated social sentiment.
Each observation captures a monitoring window of spot price samples, paired with aggregated sentiment from the hour preceding the window.
I’ve published weekly Sunday samples for inspection:
– https://huggingface.co/datasets/Instrumetriq/crypto-market-sentiment-observations
– https://github.com/SiCkGFX/instrumetriq-public
What I’m genuinely trying to understand:
– Is this kind of dataset interesting or useful to anyone doing analysis or research?
– Are there obvious methodological red flags?
– Is this solving a real problem, or just an over-engineered artifact?
Critical feedback is welcome. If this is pointless, I’d rather know now.
submitted by /u/SiCkGFX
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