S-Factors - 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 […]

Using Twitter Sentiment for Day Trading

June 21, 2022

My name is Campbell Taylor. I am a rising senior and a Statistics major at The Ohio State University. Through my first few weeks as a Quantitative Research Intern for Social Market Analytics I’ve been exposed to alternative data and its applications in the financial market. In this research, I created a day trading strategy […]

SMA Launches TSX Asset Class to Social Media Feeds

April 12, 2022

Social Market Analytics converts textual data into quantitative signals for the investment community. To complement our U.S. Equity feed, we recently launch a Twitter based sentiment feed covering the largest TSX (Toronto Stock Exchange) equities. The initial universe included 233 TSX equities, and recently expanded to include an additional 200+ equities. The out-of-sample date for […]

That's Two Takeovers in a Week!

June 22, 2016

Social media beats the mainstream media on a regular basis. Last week social media beat the news wire in reporting the MSFT acquisition of LNKD (blog post below) and Tuesday Twitter broke SCTY being acquired by TSLA. This information is not theoretical - it is actionable data in our feed! Tesla Motors lit up Twitter, […]

Twitter Leads News For MSFT, LNKD Acquisition

June 13, 2016

As is the case with most corporate events now, MSFT buying LNKD broke on Twitter first. The very first mention of this is any news article was at 7:38 AM (CDT) but Social Market Analytics (SMA) detected this 7 minutes ahead at 7:31. SMA’s patented algorithm digests, filters and evaluates Tweets in real time. The […]

StockTwits based S-Factor Return Charts

May 13, 2016

Social Market Analytics (SMA) aggregates the intentions of investors as expressed on the StockTwits platform. SMA creates proprietary S-Factor metrics that quantitatively describe the current conversation relative to historical benchmarks. This data provides strong predictors of future price movement. This blog will focus on the deterministic nature of the StockTwits data set when aggregated into […]

2015 In Review

January 4, 2016

Wow, what a ride 2015 was with the S&P 500 closing slightly down for the year. As we head into 2016 are you going to continue to look at the same factors as everyone else or maybe try something new? Below are the returns for stocks with significantly positive and negative pre-market open S-Scores. […]

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, […]

Social Media and Smart Beta

October 27, 2015

Smart Beta Sentiment Enhanced ETF Performance Analysis At SMA we continuously research our data. Below we discuss modifying weights of the SPDR SPY ETF based on sentiment values and examine the impact on return. Please contact SMA (info@SocialMarketAnalytics.com) to learn more. The SPDR SPY ETF is a cap-weighted ETF which closely replicates the performance of the […]

Social Market Analytics Visualization Tools

October 6, 2015

Social Market Analytics has been offering API access to our data since inception. Fewer people know we also offer powerful visualization and screening tools. We offer two ways to access our data without programming. First, we have a robust Excel Add-in that allows for Real-Time screening and historical retrieval. This functionality is ideal for integrating […]

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