SMA Team - Context Analytics - Page 5

IHS Markit Analysis of Social Market Analytics LSE Equity Data

March 11, 2019

Social Market Analytics partners with IHS Markit to distribute our S-Factor data through the IHS Markit Research Signals Feed. Recently, IHS Markit added our LSE 1000 Equity S-Factor Feed to their data offerings. In conjunction with the launch IHS Markit authored a research paper exploring the predictive nature of the SMA S-Factor data on LSE equity […]

Benefits of Social Market Analytics Account Filtering During 2018 Down Market

January 22, 2019

Social Market Analytics aggregates the intentions of professional investors as expressed on Twitter. We apply our patented filtering and natural language processing(NLP) to Tweets to proactively select Twitter accounts to use in our predictive metrics. We track several metrics to gauge the predictive nature of our dataset. For this blog I am going to illustrate […]

CBOE - Social Market Analytics SMLCW Index significantly outperforms.

January 8, 2019

Social Market Analytics aggregates the intentions of professional investors as expressed on Twitter. SMA factors are highly predictive over various time frames. In June of 2017 Social Market Analytics launched a weekly re-balanced large cap sentiment based index. This index is comprised of twenty-five stocks with the highest average Twitter sentiment over the prior week […]

Predictive Real-Time Alerting on Commodities

December 11, 2018

Social Market Analytics (SMA) tracks real-time sentiment on equities, commodities, currencies, ETF’s and crypto currencies. SMA has the most powerful and customizable Alerting API combining Twitter sentiment and pricing metrics. Users receive custom real-time sentiment alerts on instruments in their watch list. For example, on December 11, 2018, SMA’s alerting system sent an alert on […]

Power of Predictive Alpha in a Bear Market

November 28, 2018

This year has been tough for most investment strategies. Firms using traditional sources of data are generating the same underwhelming returns. Two years ago, Social Market Analytics, Inc. (SMA) (Twitter) launched the SMLCW index in partnership with the CBOE. This index is re-balanced weekly and comprised of the twenty-five securities selected from the CBOE large […]

SMA to speak at the FCS "Marketing Financial Technology to Investors" on October 24th

October 4, 2018

FCS Chicago will host a luncheon on "Marketing Financial Technology to Investors" at the Union League Club. Our panel of experts will discuss the importance of the latest technology tools to investors. From a marketing perspective, they'll discuss how various tech tools make a difference in lead generation, client engagement, and client loyalty. The topic […]

A Returns Analysis on StockTwits Sentiment Metrics

May 27, 2018

This paper discusses the analysis of a Returns Study done on US Equities using social media sentiment factors from Social Market Analytics (SMA) in a single factor trading model environment. In a comparison to a market reference on a long only strategy, the results indicate an outperformance in returns for positive sentiment stocks and an […]

Application Of Sentiment Analytics To Fama-French Model

May 27, 2018

In this paper we expand on the Liew (2016) paper exploring the predictive power of StockTwits based sentiment data. We postulate that using a fine grain text analytics approach on social media posts is a better representative of the sentiment factor. This new model shows improvement in both Fama French 5 Factor Model and the […]

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