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Cboe - SMA Large Cap Weekly Index outperforms in Volatile Market

October 31, 2018

Social Market Analytics, Inc. (SMA) partnered with the Cboe in January 2017 to release the SMLCW Index ‘Cboe –SMA Large Cap Weekly Index’. The SMLCW Index is a Long Only Index that has outperformed since it was released and has continues to outperform in the recent market volatility and sell-off. In the chart below the […]

Predicting LSE Security Price Movements with Twitter Sentiment

October 10, 2018

Social Market Analytics, Inc. (SMA) aggregates the intentions of professional investors as expressed on Twitter & StockTwits and publishes a series of metrics that describes the current conversation relative to historical benchmarks. Our data is a leading indicator of price movement both positive and negative. There is unique predictive information in unstructured content. Social Market Analytics […]

Bitcoin Sentiment Based Trading Strategy

September 26, 2018

Social Market Analytics (SMA) publishes real time Twitter based sentiment for nearly 300 crypto currencies including Bitcoin. To view Bitcoin sentiment values and 35 other commodities in real time, go to the CME Active Traders website. Twitter based sentiment has proven to be strongly predictive for Bitcoin and other commodities. Today we will review a sentiment-based Z-Score […]

Social Market Analytics Sentiment Data for Forex Trading

September 20, 2018

Social Market Analytics (SMA) provides real-time sentiment data for equities (North America & LSE), commodities, foreign exchange, Crypto Currencies and ETF's. In this blog I am going to explore a trading system using the SMA Twitter based sentiment data to trade a basket of: EURUSD, EURGBP, GBPJPY, GBPUSD ,USDCAD ,USDCHF ,USDJPY. We will explore two straight […]

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 […]

Six Months of SMLC

February 1, 2017

Six months ago, the CBOE in partnership with Social Market Analytics launched the first in a family of indexes derived from Social Market Analytics S-Factors. Below is SMLC performance relative to the SPX. For the first six months SMLC has generated 12.62% and the SPX has returned 4.64%. In January, we launched SMLCW and it […]

Weekly, Monthly Quarterly Re-balance

January 9, 2017

As we move into a new year Social Market Analytics (SMA) has acquired five years of out-of-sample data. This real history has enabled us to build signals for longer holding periods. In this blog we will explore the use of SMA data for weekly, monthly and quarterly holding periods. Portfolio managers often re-select securities […]

Crude Oil and StockTwits Sentiment

January 8, 2016

Written By Aditya Sharma: The recent market downturn has illustrated the impact oil price changes can have on equity markets. Crude has been trending lower since late 2014, so much so that many major oil producing countries are selling it at a loss. Using the conversations on the StockTwits Platform and SMA’s patented sentiment calculation […]

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 […]

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Cboe - SMA Large Cap Weekly Index outperforms in Volatile Market

October 31, 2018

Predicting LSE Security Price Movements with Twitter Sentiment

October 10, 2018

Bitcoin Sentiment Based Trading Strategy

September 26, 2018

Social Market Analytics Sentiment Data for Forex Trading

September 20, 2018

Introducing the Social Market Analytics (SMA) 50 Long Index

February 20, 2018

Six Months of SMLC

February 1, 2017

Weekly, Monthly Quarterly Re-balance

January 9, 2017

Crude Oil and StockTwits Sentiment

January 8, 2016

Long/Short Research on Russell 1000 Stocks

December 8, 2015

Social Media and Smart Beta

October 27, 2015

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