Social Sentiment Signals
Consumer Interest / Trading Signal
The Social Sentiment Signals deliver a one day open-to-open hold time strategy based on the sentiments of retail and professional traders on Twitter and StockTwits. The Signals classify each ticker into the buy, sell, or hold category for each day.
The Social Sentiment Signals contain aggressive, conservative, and diversified signal sets that can be selected based on your desired return and risk tolerance, and can also be used as either standalone strategies or daily watchlists.
We combine natural language processing (NLP) over Twitter and StockTwits posts with a mean-reverting indicator. The Signals are based on the Social Sentiment Metrics, S-Score, by Context Analytics (formerly known as Social Market Analytics) to evaluate the positive and negative sentiments of the Twitter and Stocktwits communities. These long/short portfolios can perform in both up and down markets.
SUPPORT AND PURCHASE
RELATED RESEARCH AND INSIGHTS
All three strategies have turnover ratios over 90%, meaning the majority of the time the entire portfolio turns over each day - the hold times range from 1 to 2 days depending on the strategy.
CAGR on Aggressive Signal
CAGR on Conservative Signal
CAGR on Diversified Signal
|Product Type||Trading Signal|
|Geographic Area||U.S. Equities|
|Backtest Start Date||2015-01-01|
|Strategy Start Date||2019-01-01|
|Delivery Time||6AM CT|
|Data Source||SMA Equities Stocktwits
SMA Equities Twitter