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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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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