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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 […]
S-Factor Introduction Video Blog
May 10, 2022
Our S-factor metrics have harnessed the power of social media to benefit investors. The online discussions of the Stockmarket online greatly effects the market. By filtering through over 500 million tweets a day, SMA metrics ingests the full firehose for topics of interest from Twitter, Stocktwits and more with 10+ years or out of sample […]
SMA Signals for Monthly & Quarterly Holding Periods
October 24, 2016
Since our founding in 2012 we have been acquiring out-of-sample history to use in development of factor models. We now have five years of history, with this history we can create statistically significant signals with monthly and quarterly holding periods. This blog will explore the use of sentiment data for monthly and quarterly holding periods. […]
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 Sentiment and Longer Holding Periods
April 20, 2016
Signals derived from Twitter data have typically been viewed as shorter term signals. There are a number of reasons for this. One reason is the lack of out of sample data to back test trading systems on. At SMA we now have nearly four and a half years of sentiment metrics to use in the creation […]
Applying Big Data Sentiment Analysis to Donald Trump
January 27, 2016
At Social Market Analytics we specialize in sentiment for capital markets. However, our technology can be leveraged in many areas of sentiment. As we expand our capabilities to look at other topics I thought it would be interesting to open up the fire hose to the full Twitter universe and capture sentiment on the current conversation […]
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 Generated Trading Ideas
August 11, 2015
Social media is a new and rich source of trading ideas. To illustrate this point, below are some recent trading opportunities social media data presented. In each case activity and sentiment increase prior to the actual event. Social media is a leading indicator of stock performance and SMA is the leader in providing metrics based […]
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