CA Research Team - Page 10 - Context Analytics

Enhancing Momentum Trading with StockTwits Sentiment and Volume

July 24, 2023

StockTwits is a social media platform primarily focused on financial discussions and market-related topics. As a social media platform focused on investing and trading discussions, it provides a wealth of user-generated content expressing opinions, emotions, and sentiments related to various stocks and assets. By analyzing the messages and interactions on Stocktwits, sentiment analysis tools can […]

Lightspeed/Context Analytics Widgets

July 12, 2023

Context Analytics (CA) works with brokerage firms to bring the uncorrelated and predictive power of social media to their customers. For this blog, we will explore the CA widget implementation for Lightspeed Trader.

Changes in Risk Section of SEC Filings Impact Future Returns

June 29, 2023

Explore the predictive power of Context Analytics metrics derived from SEC filings.

Context Analytics’ S-Score: Quintiles

June 21, 2023

Context Analytics’ Social Sentiment has been predictive over the last 10+ years. This blog explores the monotonic relationship between Social Sentiment and subsequent price action on US Equities.

Weekly Raw Sentiment Long Only

June 15, 2023

Social Sentiment from Twitter can be used over multiple trading horizons. Using aggregations of Tweet sentiment from the previous 5 market days is predictive of weekly returns. A Long only portfolio using weekly raw sentiment outperforms the S&P 500 by 4.5% annually over the 5+ year period.

UDT Case Study – Coinbase Lawsuit

June 6, 2023

This morning, the Securities and Exchange Commission (SEC) filed a lawsuit against Coinbase, accusing the company of operating its crypto asset trading platform without proper registration as a national securities exchange, broker, and clearing agency. Consequently, the price of Coinbase's shares has plummeted by over 15% throughout the day. However, it is important to note […]

Daily Event Detector: Using Twitter and StockTwits for Alpha

June 1, 2023

Traders utilize sentiment factors from both Twitter and StockTwits to confirm social sentiment or identify high message volume securities. Using sentiment from two unique sources provides a strong signal. A sample long only portfolio with no overnight position yields cumulative returns greater than 70% since the beginning of 2022.

Daily Open-to-Close Long/Short Strategy : Raw-S

May 24, 2023

Context Analytics has a variety metrics derived from Social Media feeds such as Twitter and StockTwits. Here we look at the simplest and most raw sentiment factor: Raw-S. Recently, Raw-S has been highly predictive of market returns at the Open. This Daily strategy using only S&P 500 stocks yields a Long/Short that has outperformed SPY […]

Monthly Sentiment Index – S&P 500

May 18, 2023

Even on the most liquid stocks, Context Analytics’ Social Sentiment provides an edge. Using only S&P 500 constituents, this Monthly Social Sentiment Index outperforms the market by over 2.5% annually over the past 5+ years.

Intraday Alpha - Expansion

May 10, 2023

Fast acting information distributed through social media sites like Twitter can improve investors’ returns. Using Social Sentiment data intraday allows traders to outperform market benchmarks within minutes of information being released.

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