Twitter - Page 6 - Context Analytics

Monthly Portfolio using Twitter S-Buzz

November 8, 2023

Messages from Twitter provide useful information for security selection. Aggregating these messages and creating social sentiment scores can yield insights. Using Context Analytics Twitter S-Buzz score, customers can create portfolios that outperform the market.

US Aerospace & Defense Blog

October 18, 2023

The United States defense and military weapons manufacturers are publicly traded companies. Consequently, when global tensions escalate securities in this sector become more volatile and followed. Several defense stocks have seen an uptick in value due to current Middle East tensions.

S-Score Thresholds

August 9, 2023

Twitter can be leveraged to enhance stock selection and identify intraday price movements. A more extreme S-Score threshold can improve portfolio returns too.

Lightspeed/Context Analytics Widgets

July 12, 2023

Context Analytics (CA) works with brokerage firms to bring the uncorrelated and predictive power of social media to their customers. For this blog, we will explore the CA widget implementation for Lightspeed Trader.

Context Analytics’ S-Score: Quintiles

June 21, 2023

Context Analytics’ Social Sentiment has been predictive over the last 10+ years. This blog explores the monotonic relationship between Social Sentiment and subsequent price action on US Equities.

Weekly Raw Sentiment Long Only

June 15, 2023

Social Sentiment from Twitter can be used over multiple trading horizons. Using aggregations of Tweet sentiment from the previous 5 market days is predictive of weekly returns. A Long only portfolio using weekly raw sentiment outperforms the S&P 500 by 4.5% annually over the 5+ year period.

Daily Open-to-Close Long/Short Strategy : Raw-S

May 24, 2023

Context Analytics has a variety metrics derived from Social Media feeds such as Twitter and StockTwits. Here we look at the simplest and most raw sentiment factor: Raw-S. Recently, Raw-S has been highly predictive of market returns at the Open. This Daily strategy using only S&P 500 stocks yields a Long/Short that has outperformed SPY […]

Monthly Sentiment Index – S&P 500

May 18, 2023

Even on the most liquid stocks, Context Analytics’ Social Sentiment provides an edge. Using only S&P 500 constituents, this Monthly Social Sentiment Index outperforms the market by over 2.5% annually over the past 5+ years.

Intraday Alpha - Expansion

May 10, 2023

Fast acting information distributed through social media sites like Twitter can improve investors’ returns. Using Social Sentiment data intraday allows traders to outperform market benchmarks within minutes of information being released.

Intraday Alpha

May 4, 2023

Using intraday Social Sentiment monitoring can inform traders of any changes in market conditions and help them act fast. Stocks that have extremely positive sentiment from recent Twitter conversation, outperform the market over the subsequent hours.

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