Social Media Derived Feeds

Context Analytics was one of the first firms to normalize Social Media into Predictive JSON API data feeds. Twitter, StockTwits and Reddit are processed into three separate APIs. CA supports Quantitative Trading across Long Only and L/S, Market Making, Algorithmic Execution, Asset Management, Risk, Research, and Market Intelligence. Out-of-sample historical data for back testing goes back to December 1, 2011
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Social Media Derived Feeds

In this video we explain how our S-Factor feed uses the Twitter firehose to build trading signals, dashboards and widgets to help investors increase alpha.

Social Media Derived Feeds

CA clients have access to the full firehose from Twitter, Reddit and Stocktwits (exclusive) via separate APIs. CA provides 10+ years of out-of-sample historical data, suitable for back-testing. Our flagship S-Factor Feed provides standardized sentiment scores for each security based on its own baseline. CA also offers Activity and Tweet Level feeds that provide granular level data that allow for custom metric creation. All CA data is available via FTP, EPI, Snowflake and streaming.

CA Conversation Classifications Feed

At CA, we identify the topic of conversation as we read Tweets. We offer a real time Conversation Classification data set to notify clients of securities with abnormal conversation volume on various topics, such as short squeeze, drug trials, legal activities, etc.

CA Dashboard

CA’s Dashboard is highly customizable across all asset classes. The Dashboard supports a Watchlist with a Tweet stream, live Market Sentiment Snapshot, Daily Pre-Open and Pre-Close Reports, Sentiment and Tweet Volume Charts at the Security, Sector, and Index Level.

CA Hard to Borrow

The CA Hard to Borrow Data set was developed to support the Stock Lending community. With traditional data often settling T+2, the Stock Lending community had an inventory management demand for near Real Time information on securities likely to be ‘lent’ and if those stocks were likely to remain short.

Alerts and Accuracy Feed

CA delivers highly Customized Alerts 24/7 to SMS and e-mail on U.S. and LSE Equities, ETFs, Commodity and Financial Futures, FX Spot and Futures Pairs, and Crypto Currencies. CA curates the most impactful Tweets driving the Predictive Sentiment change in SMS text and e-mail.

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If you would like to learn more about how our Unstructured Data solutions can benefit you and your team, schedule a call with our CEO, Joe Gits or email us at
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