US Equities - Page 5 - Context Analytics

Context Analytics’ Quantitative News Feed is a powerful tool for quantitative strategies and alpha generation, offering predictive news sentiment. One of its biggest advantages compared to other vendors is its expansive universe. We process over 3,000 articles covering more than 1,500 unique securities from over 300 distinct news sources daily. Our entire library spans over […]

Analyzing Short-Term Financial Impact with Computext

July 17, 2024

Introduction Today, we are proud to officially announce our newest product: Computext. Computext searches through filings from both domestic and international companies, tagging relevant sentences for specific financial topics. It utilizes documents from CA's Machine-Readable Filings (MRF), with over 1.5 million documents, Global Machine-Readable Filings (GMRF), with over 1.25 million documents, and S&P Earnings Call […]

Enhancing Sentiment Signals with Twitter Network Analysis

July 10, 2024

Introduction On Twitter, companies are often mentioned together in discussions about current events, financial implications, or predicting price movements. At Context Analytics, we have extensively researched how sentiment regarding individual securities can predict price movements. In this research, we aim to determine if the network of securities tagged together can enhance our predictive signals. Visualizing […]

Harnessing Predictive News Sentiment for Alpha Generation

June 5, 2024

At Context Analytics, our quantitative news feed leverages and enhances proprietary Natural Language Processing (NLP) technology to provide predictive news sentiment, streamlining how financial news is consumed and analyzed for quantitative strategies and alpha generation.

Enhancing Overnight Momentum with Twitter Sentiment: Updated

May 29, 2024

In the summer of 2022, at Context Analytics we explored the interaction between overnight momentum and the corresponding overnight sentiment change. Our initial findings revealed a reversion to the mean pattern in stocks priced over $5. Specifically, we observed that when stocks dipped overnight, they tended to rebound from open to close the following day. […]

Exploring the Impact of Twitter Volume on Sentiment Scores

May 22, 2024

In the evolving world of sentiment analysis, Context Analytics (CA) stands as a leader in processing and structuring textual data from a wide array of sources, including Twitter, StockTwits, Reddit, News, Corporate Filings, and custom inputs. Today, we delve into CA’s Twitter S-Factor feed, a product that grades sentiment from Twitter messages on a scale […]

The Resurgence of Roaring Kitty

May 14, 2024

In the financial world, the biggest trending topic over the past few days has been the unexpected resurgence of the famed Reddit trading influencer, "Roaring Kitty." Known for his pivotal role in the 2021 GameStop stock saga, Roaring Kitty once again captured the internet's attention. Back then, he led a vast online community to buy […]

Standardized Score Delta for News Alpha

May 8, 2024

The realm of news serves as a vital tool for investors, traders, and risk assessors, enabling them to monitor companies effectively. Maintaining awareness of all released information that could influence stock prices is important. At Context Analytics, our Quantitative News Feed diligently monitors thousands of securities daily, drawing from hundreds of diverse sources to assess […]

Refining Twitter Trading Signals with Bayesian Probability

May 1, 2024

In March, we introduced a statistic to enhance our StockTwits S-Score signal called the Bayesian Accuracy Rating (BAR). The positive results prompted us to extend this methodology to our Twitter S-Factor signal, the longest-running product in our offerings. For those seeking technical details on the Bayesian Accuracy Rating, we refer you to our earlier blog […]

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Reddit Sentiment Analysis for Overnight Price Movement

August 7, 2024

No Publicity is Bad Publicity: Exploring News Attention for S&P 500

July 24, 2024

Analyzing Short-Term Financial Impact with Computext

July 17, 2024

Enhancing Sentiment Signals with Twitter Network Analysis

July 10, 2024

Harnessing Predictive News Sentiment for Alpha Generation

June 5, 2024

Enhancing Overnight Momentum with Twitter Sentiment: Updated

May 29, 2024

Exploring the Impact of Twitter Volume on Sentiment Scores

May 22, 2024

The Resurgence of Roaring Kitty

May 14, 2024

Standardized Score Delta for News Alpha

May 8, 2024

Refining Twitter Trading Signals with Bayesian Probability

May 1, 2024

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