Crypto Volatility Data: 6-Month CoinDesk News vs 1m BTC Price Action

Опис

High-fidelity dataset for event-driven crypto trading.

Stop spending weeks scraping and cleaning data—start backtesting immediately. This dataset precisely maps 6 months of historical crypto news (from CoinDesk) directly to 1-minute Binance BTC/USDT price action to capture pure volatility spikes.

What you get in the ZIP file:

• The Full 6-Month CSV Dataset: Thousands of perfectly mapped news events.
• Precise Timestamps: Publication times aligned with market data.
• Price Impact Snapshots: BTC price at T0 (publish time), T+5m, T+15m, and T+1h for every single event.
• Bonus Python Notebook (.ipynb): Ready-to-use EDA, delta calculations (pct_change), and a baseline script to find the highest-impact news triggers.

Perfect for:

• Quantitative researchers looking for event-driven alpha.
• Algorithmic traders building market-making or volatility models.
• Data scientists backtesting NLP sentiment strategies.

Note: This dataset is pre-cleaned and structured for immediate integration into Python/Pandas workflows.

🏆The core methodology and EDA sample of this pipeline recently won a Bronze Medal from the Kaggle Data Science community

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