CBOE - Context Analytics

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 […]

Joe Gits talks Twitter at CBOE's Risk Management Conference

April 21, 2017

Gits spoke at RMC about SMA's patented technology, the Social Sentiment Engine, and Twitter's relevance in financial markets.

Decile Spreads for Twitter & StockTwits

March 10, 2017

I explore decile groupings based on S-Scores, and plot cumulative subsequent returns.

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 […]

CBOE & SMA Weekly Sentiment Index

September 12, 2016

As regular SMA blog readers know we recently launched our first index with the CBOE. The initial index (SMLC) is a daily rebalance portfolio based on the highest sentiment securities in the CBOE large cap universe. Each morning we build a portfolio of the 25 highest sentiment securities and hold that portfolio to Close. Back […]

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