• MACD (Moving Average Convergence/Divergence) is a trading indicator based on stock prices. • One of our key concepts is that market oscillation can be anticipated by sign changes of the sentiment scores, we assume the sentiment scores can also be applied in the MACD, instead of stock prices. • The adjusted MACD achieves a […]

• Models on emotional data for German equities outperform standard price momentum strategies • Emotional data indicator “positive rate” achieves the best performance in most of the experiments with a Sortino ratio of 1.45 • In addition to the “positive rate” method, a “sentiment average” approach has better performance in shorter time periods (< 12-weeks) […]