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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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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