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Social Sentiment Signals

Consumer Interest / Trading Signal

About

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

sales@cloudquant.com

RELATED RESEARCH AND INSIGHTS

Trading Signals - An Important Guide To Better Trading

Results

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.

22.82%

CAGR on Aggressive Signal

22.00%

CAGR on Conservative Signal

10.71%

CAGR on Diversified Signal

Overview

Product Type Trading Signal
Geographic Area U.S. Equities
Sectors Consumer Staples
Consumer Discretionary
Energy
Financials
Healthcare
Industrials
Materials
Real Estate
Utilities
Backtest Start Date 2015-01-01
Strategy Start Date 2019-01-01
Frequency Daily
Delivery Time 6AM CT
Data Source SMA Equities Stocktwits
SMA Equities Twitter

Performance

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Want to try out Trading Signals? Let’s talk

sales@cloudquant.com
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