During the course of the past few months we were intensively looking into the application of Deep Learning on our emotional data for financial markets. Initial results of our research work are beyond  everything we have seen so far. It is a combination of our experience gathered during the past 10 years of applying large […]

• 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.

• 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) […]

• 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 […]

• According to StockPulse’s previous research in this area of DAX and MACD (Moving Average Convergence/Divergence), the MACD model is an effective indicator for signal generation based on sentiment scores. • Therefore, we are applying the same model with the same settings to major indices of the US market. Although using daily sentiment scores, which […]

• Applying the concept of Moving Average Convergence/Divergence (MACD) to sentiment indicators for the German benchmark index DAX • Testing different sentiment reports on intraday and daily basis • Definition of clear trading rules•MACD model on sentiment scores beats the benchmark index • Easy-to-use manual to retrieve the data from StockPulse’s API to rebuild the […]

• Major market down phases can be anticipated by sign changes of aggregated sentiment values. • Stocks that receive more attention and more significant sentiment scores in social media communication over the past consistently perform better than the benchmark. •Rebalancing is based on an overlay rule which is based on sign changes of sentiment values […]

In this research report we analyze the performance of sentiment indicators of the components of the NASDAQ-100. The signals were selected from our Pulse Picks (trading signals) category, which runs multiple optimizations on the base message data on a daily basis. The results are buy and sell signals with hit ratios and significance levels based […]