Hi,<\/p>\n
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.<\/p>\n
Each observation captures a monitoring window of spot price samples, paired with aggregated sentiment from the hour preceding the window.<\/p>\n
I’ve published weekly Sunday samples for inspection:<\/p>\n
– https:\/\/huggingface.co\/datasets\/Instrumetriq\/crypto-market-sentiment-observations<\/a><\/p>\n – https:\/\/github.com\/SiCkGFX\/instrumetriq-public<\/a><\/p>\n What I’m genuinely trying to understand:<\/p>\n – Is this kind of dataset interesting or useful to anyone doing analysis or research?<\/p>\n – Are there obvious methodological red flags?<\/p>\n – Is this solving a real problem, or just an over-engineered artifact?<\/p>\n Critical feedback is welcome. If this is pointless, I’d rather know now.<\/p>\n<\/div>\n submitted by \/u\/SiCkGFX <\/a>
[link]<\/a><\/span> [comments]<\/a><\/span><\/p>
