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Benefits of SMA Machine Learning Algorithms
September 4, 2019
Social Market Analytics has extensive Intellectual Property in three distinct areas: Topic model creation, account filtering and natural language processing (NLP). I have written blog post about SMA topic model creation capabilities and the impact of our account filtering algorithms. This blog answers the question – “Do your machine learning algorithms really add value to the […]
Performance of SMA Data in a Volatile Market
August 26, 2019
As we move towards the fourth quarter people have been asking how SMA data is performing in this volatile market. Those who have been following us over the years have come to expect the Open to Close (O-C) Chart to illustrate the performance of our data. We have been publishing this chart since the launch […]
Power of Predictive Alpha in a Bear Market
November 28, 2018
This year has been tough for most investment strategies. Firms using traditional sources of data are generating the same underwhelming returns. Two years ago, Social Market Analytics, Inc. (SMA) (Twitter) launched the SMLCW index in partnership with the CBOE. This index is re-balanced weekly and comprised of the twenty-five securities selected from the CBOE large cap universe with the […]
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 […]
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 […]
Decile Spreads for Twitter & StockTwits
March 10, 2017
Today I will explore decile groupings based on S-Scores, and plot cumulative subsequent returns. We typically focus on an S-Score > 2 for subsequent positive movements in stock prices, and an S-Score < -2 for negative movements in stock price. Our metrics identify when a conversation becomes significantly more positive or negative than normal. Most stocks have normal conversations […]
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, […]
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