Sentiment Strategies - Page 4 - Context Analytics

StockTwits Daily Quintiles: S-Score * S-Buzz Combination Factor

October 12, 2023

Context Analytics is the leader in processing and structuring textual data for sentiment analysis. One of Context Analytics’ most mature products is the S-Factor feed. The S-Factor feed is a suite of metrics that describe sentiment from messages on social media. In many of our previous blogs, we demonstrate the predictive power of S-Score, a […]

Daily Portfolio using Sentiment Thresholds on StockTwits Data

September 7, 2023

Social Sentiment can be leveraged to enhance stock selection and identify price movements. Using metrics from Context Analytics, customers can utilize metrics like S-Score and S-Buzz to create strategies with reduced risk.

Crypto Daily S-Score

August 24, 2023

As traditional markets like equities continue to be influenced by various factors, crypto markets have risen as an intriguing alternative, touted by many as a hedge against stock market volatility. When traditional markets experience downturns, cryptocurrencies have, on occasion, demonstrated resilience or even appreciation. This unique behavior has piqued the interest of investors.

StockTwits Real Estate Indicator

August 2, 2023

In the realm of investments, diversification plays a crucial role in reducing risks and maximizing returns. The real estate market is often viewed as an attractive alternative asset class for portfolio diversification due to its lower correlation with other sectors. In this blog, we explore the behavior of the real estate market using sentiment metrics […]

Enhancing Momentum Trading with StockTwits Sentiment and Volume

July 24, 2023

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.

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.

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.

Intraday Alpha

May 4, 2023

Using intraday Social Sentiment monitoring can inform traders of any changes in market conditions and help them act fast. Stocks that have extremely positive sentiment from recent Twitter conversation, outperform the market over the subsequent hours.

Sentiment Weighted Futures Portfolio

February 22, 2023

Intro: Using Twitter sentiment and volume metrics in the Commodities market can enhance portfolio performance. A sample portfolio using only Context Analytics S-Factors, decreases risk while also outperforming the benchmark 80% over a 7-year period.

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