sentiment analysis

[danielhomola]

Explore adding market sentiment from social media (or other sources?)

One idea:

• use a reddit crawler to get largest bitcoin/eth subreddits from 2018 onward, save each comments timestamp
• push it through a bert-based sentiment analyser
• aggregate timestamp-sentiment pairs to minute level so we can use it at bar creation
• if there are missing sentiment values for a given minute bar, we could fill in the nan with the average sentiment?