US Equities - Page 9 - Context Analytics

Daily Event Detector: Using Twitter and StockTwits for Alpha

June 1, 2023

Traders utilize sentiment factors from both Twitter and StockTwits to confirm social sentiment or identify high message volume securities. Using sentiment from two unique sources provides a strong signal. A sample long only portfolio with no overnight position yields cumulative returns greater than 70% since the beginning of 2022.

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.

ThemeX Search on EVs

April 12, 2023

Companies and individuals are increasingly focused on electric vehicles (EV) to contribute to a more sustainable future. With the increased investments in the electric vehicle, which companies are most impacted? With Context Analytics (CA) ThemeX, investors can identify keywords and phrases to examine how trends impact a variety of companies across industries and sectors.

Context Analytics TSX Asset Class on StockTwits

April 5, 2023

Intro: Context Analytics has developed its S-Factor and Activity feeds on TSX securities sourced from StockTwits messages. This aggregates StockTwits conversations on Canadian securities using our patented NLP. From a historical backtest, over the past 4+ years, the spread between TSX securities in the highest and lowest S-Score quintile yields a return of over 140%.

ThemeX Exploration of SVB Press Releases

March 22, 2023

In the third part of our SVB series we are going to use ThemeX to explore press releases related to SVB. ThemeX empowers users to efficiently identify and analyze key terms and topics across corporate disclosures. By allowing users to define specific filing types and criteria, ThemeX delivers a targeted list of companies and associated […]

Prev 1 … 7 8 9 10 11 … 13 Next

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