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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Extracting Alpha Information from Social Media Sentiment Data

In recent years, sentiments accumulated on social media have received considerable attention as predictive indicators for asset markets. Sentiment indicators are often appealing to investors since financial markets are known to be influenced not only by economic fundamentals but also by emotions. Twitter has drawn most attention as a source to derive research insights from […]

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Decreasing Number of Messages about S&P 500 in Social Media indicates falling Stock Prices

For this research study we use messages collected in social media about the S&P 500 index. Based on our buzz indicator (communication intensity) we conducted an analysis on the effect of message volume on price movement of the S&P 500 future index. The period of our analysis ranges from January 1st, 2012 until February 2017. […]

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Differential Effects of Buy and Sell Rules in Sentiment-Informed EUR/USD Trading

Sentiment indicators are often appealing to investors since financial markets are known to be influenced not only by economic fundamentals but also by emotions (Shiller & Akerlof, 2009). In current studies, however, a range of alternative sentiment indices is used each of which purports to have predictive value for the movements in financial markets. Consequently, […]

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Predictive Analytics On Public Data – The Case Of Stock Markets

This work examines the predictive power of public data by aggregating information from multiple online sources. Our sources include microblogging sites like Twitter, online message boards like Yahoo! Finance, and traditional news articles. The subject of prediction are daily stock price movements from Standard & Poor’s 500 index (S&P 500) during a period from June […]

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