predictive analytics - Context Analytics

General Market Indicator: Volatility of Sentiment Helpful in Predicting Overall Market Performance

August 3, 2022

The target of this research was to find an indicator that helps predict the direction of the overall US Equity market for the next week using sentiment data from the previous week. The hypothesis is when there is high volatility in sentiment over the previous week, which means investors have differing opinions, the subsequent week […]

Filtering Relevant Tweets Using Topic Models

July 20, 2020

At Social Market Analytics we use proprietary techniques to return the most accurate Twitter volume for topics of interest. First, we use a topic model not just $Ticker. Most vendors use the CashTag concept to identify securities. At SMA we believe only using CashTag excludes a lot of valuable conversation. We return higher volume and […]

Social Market Analytics (SMA) Trading Strategy on Natural Gas Futures

November 21, 2018

Social Market Analytics, Inc. (SMA) has been the leading provider of predictive quantitative signal in the alternative data space for 7 years. Over the years, we have developed patented algorithms that use machine learning and natural language processing to provide content that generates alpha. Our NLP is unique because of our proprietary processes that tag […]

UIUC Bitcoin Trading System Practicum Presentation

May 3, 2018

Every year Social Market Analytics (SMA) is proud to work with the University of Illinois Masters of Science in Financial Engineering Students on a practicum project. In the past we have explored looking at sentiment to predict the VIX, enhancements to traditional indexes and smart beta ETF's. This year we decided to tackle the most […]

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.

Weekly, Monthly Quarterly Re-balance

January 9, 2017

As we move into a new year Social Market Analytics (SMA) has acquired five years of out-of-sample data. This real history has enabled us to build signals for longer holding periods. In this blog we will explore the use of SMA data for weekly, monthly and quarterly holding periods. Portfolio managers often re-select securities […]

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