Twitter - Page 7 - Context Analytics

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.

Context Analytics S-Score Performance by Sector

April 26, 2023

Context Analytics’ Social Sentiment Score, S-Score, has been a consistent predictor of excess return and underperformance over the sector average over the last 10 years.

Context Analytics US Equity Open-to-Close with Performance Statistics

April 19, 2023

Context Analytics daily sentiment Long/Short portfolio without overnight risk yields 80% return since the beginning of 2022. When overlayed with historical security performance statistics, that adds over 25% to its cumulative return over this period.

Social Sentiment on Silicon Valley Bank Collapse

March 15, 2023

Yesterday, we discussed how investors could have seen the collapse of SIVB coming through regulatory filings. There were multiple red flags throughout recent 8-Ks and 10-K that pointed towards SIVB being exposed to risk. Today, we will look at how Social Sentiment created by Context Analytics played a role in capturing the dramatic shift in […]

Overnight Social Sentiment Daily Trading Strategy

February 1, 2023

S-Factors enables users to dissect single stock sentiment as expressed on social media. By tracking which securities have increasing or decreasing sentiment, users can create a strategy that yields over 30% annually over the past 5 years.

Prev 1 … 5 6 7 8 9 … 11 Next

©2022 - Context Analytics | All right reserved | Terms and conditions