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Benefits of SMA Machine Learning Algorithms
September 4, 2019
Social Market Analytics has extensive Intellectual Property in three distinct areas: Topic model creation, account filtering and natural language processing (NLP). I have written blog post about SMA topic model creation capabilities and the impact of our account filtering algorithms. This blog answers the question – “Do your machine learning algorithms really add value to the […]
Performance of SMA Data in a Volatile Market
August 26, 2019
As we move towards the fourth quarter people have been asking how SMA data is performing in this volatile market. Those who have been following us over the years have come to expect the Open to Close (O-C) Chart to illustrate the performance of our data. We have been publishing this chart since the launch […]
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 […]
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 cap universe with the […]
Cboe - SMA Large Cap Weekly Index outperforms in Volatile Market
October 31, 2018
Social Market Analytics, Inc. (SMA) partnered with the Cboe in January 2017 to release the SMLCW Index ‘Cboe –SMA Large Cap Weekly Index’. The SMLCW Index is a Long Only Index that has outperformed since it was released and has continues to outperform in the recent market volatility and sell-off. In the chart below the […]
Predicting LSE Security Price Movements with Twitter Sentiment
October 10, 2018
Social Market Analytics, Inc. (SMA) aggregates the intentions of professional investors as expressed on Twitter & StockTwits and publishes a series of metrics that describes the current conversation relative to historical benchmarks. Our data is a leading indicator of price movement both positive and negative. There is unique predictive information in unstructured content. Social Market Analytics […]
Decile Spreads for Twitter & StockTwits
March 10, 2017
Today I will explore decile groupings based on S-Scores, and plot cumulative subsequent returns. We typically focus on an S-Score > 2 for subsequent positive movements in stock prices, and an S-Score < -2 for negative movements in stock price. Our metrics identify when a conversation becomes significantly more positive or negative than normal. Most stocks have normal conversations […]
Six Months of SMLC
February 1, 2017
Six months ago, the CBOE in partnership with Social Market Analytics launched the first in a family of indexes derived from Social Market Analytics S-Factors. Below is SMLC performance relative to the SPX. For the first six months SMLC has generated 12.62% and the SPX has returned 4.64%. In January, we launched SMLCW and it […]
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 […]
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, […]
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