Applying an Adjusted MACD Approach on Emotional Data for DAX

• 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 […]

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Applying Technical Indicators on Emotional Data for the German market- Momentum Strategy

• 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) […]

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Applying Advanced Technical Indicators on Emotional Data for the US Market

• 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 […]

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Applying Advanced Technical Indicators (MACD) on Sentiment Scores

• 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 […]

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Long/Flat Strategy on German Sentiment Pulse Picks

• 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 […]

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StockPulseLABStock Picking for the NASDAQ-100 based on Social Media Sentiment Scores beat the Benchmark

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 […]

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Breakdown: Predictive Values of Tweets, Forums and News in EUR/USD Trading

Signal or noise? This is the classical question that guides a considerable amount of work in computational finance and in data mining. This research paper evaluates competing sentiment indicators for EUR/USD trading and identifies those with the highest predictive value for future exchange rate developments. Sentiment indicators are based on different types of sources, e.g. traditional […]

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StockPulse learned Chinese

Text Analysis and Sentiment Detection Algorithms Extended for Chinese Language Processing. Over the course of the last months we have worked intensively on adding a whole new region and language to our Natural Language Processing (NLP) engine. After already doing NLP for English and German, we can now proudly announce that we have extended our […]

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