Joe Gits - Context Analytics - Page 4

That's Two Takeovers in a Week!

June 22, 2016

Social media beats the mainstream media on a regular basis. Last week social media beat the news wire in reporting the MSFT acquisition of LNKD (blog post below) and Tuesday Twitter broke SCTY being acquired by TSLA. This information is not theoretical - it is actionable data in our feed! Tesla Motors lit up Twitter, […]

Twitter Leads News For MSFT, LNKD Acquisition

June 13, 2016

As is the case with most corporate events now, MSFT buying LNKD broke on Twitter first. The very first mention of this is any news article was at 7:38 AM (CDT) but Social Market Analytics (SMA) detected this 7 minutes ahead at 7:31. SMA’s patented algorithm digests, filters and evaluates Tweets in real time. The […]

StockTwits based S-Factor Return Charts

May 13, 2016

Social Market Analytics (SMA) aggregates the intentions of investors as expressed on the StockTwits platform. SMA creates proprietary S-Factor metrics that quantitatively describe the current conversation relative to historical benchmarks. This data provides strong predictors of future price movement. This blog will focus on the deterministic nature of the StockTwits data set when aggregated into […]

Twitter Sentiment and Longer Holding Periods

April 20, 2016

Signals derived from Twitter data have typically been viewed as shorter term signals. There are a number of reasons for this. One reason is the lack of out of sample data to back test trading systems on. At SMA we now have nearly four and a half years of sentiment metrics to use in the creation […]

Bernie Sanders Landslide Twitter Victory

February 2, 2016

In politics as in equity trading, you bet on momentum. So the real story coming out of Iowa last night wasn’t Hillary’s razor thin victory or Donald’s fall from grace (foreshadowed in last weeks blog). I predict that Bernie Sanders and Marco Rubio will steal the headlines in New Hampshire and South Carolina. I’m no […]

Applying Big Data Sentiment Analysis to Donald Trump

January 27, 2016

At Social Market Analytics we specialize in sentiment for capital markets. However, our technology can be leveraged in many areas of sentiment. As we expand our capabilities to look at other topics I thought it would be interesting to open up the fire hose to the full Twitter universe and capture sentiment on the current conversation […]

Crude Oil and StockTwits Sentiment

January 8, 2016

Written By Aditya Sharma: The recent market downturn has illustrated the impact oil price changes can have on equity markets. Crude has been trending lower since late 2014, so much so that many major oil producing countries are selling it at a loss. Using the conversations on the StockTwits Platform and SMA’s patented sentiment calculation […]

2015 In Review

January 4, 2016

Wow, what a ride 2015 was with the S&P 500 closing slightly down for the year. As we head into 2016 are you going to continue to look at the same factors as everyone else or maybe try something new? Below are the returns for stocks with significantly positive and negative pre-market open S-Scores. […]

Long/Short Research on Russell 1000 Stocks

December 8, 2015

People ask about the persistence of SMA sentiment signals over time. The signal length is dependent on the S-Factor used. S-Mean for example represents a 20 day look back period and is generally used as a longer term signal. We looked at a theoretical strategy using a universe of the Russell 1000 and S-Factors: S-Score, […]

Social Media and Smart Beta

October 27, 2015

Smart Beta Sentiment Enhanced ETF Performance Analysis At SMA we continuously research our data. Below we discuss modifying weights of the SPDR SPY ETF based on sentiment values and examine the impact on return. Please contact SMA (info@SocialMarketAnalytics.com) to learn more. The SPDR SPY ETF is a cap-weighted ETF which closely replicates the performance of the […]

Prev 1 2 3 4 5 6 Next

©2022 - Context Analytcs | All right reserved | Terms and conditions