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Introducing the Social Market Analytics (SMA) 50 Long Index

February 20, 2018

Social Market Analytics has been creating security level sentiment metrics for six years. As we build an out-of-sample history we are able to build longer holding period indexes. I have blogged about longer term factors before, this is the most comprehensive portfolio strategy built using sentiment level data. This blog will discuss the application of […]

Social Market Analytics Now Has Six Years of Out-Of-Sample History!

December 5, 2017

Social Market Analytics, Inc. (SMA) is celebrating six years of out-of-sample data in US Equities. This data is unique in that it is a true representation of the Twitter conversation at each historical point-in-time. Since our launch, SMA has become a leader in providing sentiment data feeds to the financial community. Our data has become […]

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.

SMA Predicts Brexit Two Weeks Before The Vote

June 24, 2016

People seem surprised that Britain voted to exit the EU. We at SMA with our partners the CBOE are not nearly as surprised as everyone else. Russell Rhoads from the CBOE has been blogging and Tweeting with SMA data for two weeks that it looks like the Brexit is going to happen. Let’s look at […]

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 […]

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. […]

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 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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