Introducing the New Trade The Sentiment – From Theory to Product

chart

Originally posted on TradetheSentiment.com Today, I launched the new version of Trade The Sentiment. Rather than just following along on my blog with static charts, you can now access all the signal information you want / need with the new interactive service on the website. On the new site, I have a few free charts […]

Using Twitter Sentiment for Intraday Signals

k5vAoWU

This is a cross-post from Trade The Sentiment. Originally published as Using Twitter Sentiment for Intraday Signals. While most of my research on Twitter Sentiment has been for use on larger time-frames (Daily, Weekly, etc), I’ve been very curious about using sentiment for intraday signals. I finally found some time to hack together a script that would look […]

Comparing Sentiment Extreme Entries with Random Entries – Multiple Symbols

TradeStation-9.1---lappie---Sent_Strat_Makret---[Chart-Analysis---@ES-Daily-[CME_2013-01-01_17-50-10

This is a cross-post from Trade The Sentiment In my post titled Correlations – Twitter Sentiment, AAII Sentiment Survey and the S&P 500 Index I mentioned the following: Using my training data set and the Python Natural Language Toolkit’s Naive Bayesian Classification methods and performing statistical correlations using the Pearson Correlation method, there is virtually no correlation between the overall […]

Correlations – Twitter Sentiment, AAII Sentiment Survey and the S&P 500 Index

Bears-BullsBirds.pptx-Microsoft-PowerPoint-non-commercial-use_2012-12-15_11-29-00

This is a cross-post from Trade The Sentiment I just finished presenting a paper titled Bulls, Bears…and Birds? Studying the Correlation between Twitter Sentiment and the S&P 500 Index at the Business Intelligence Congress 3 in Orlando Florida.  Once the paper is formally published, I’ll share a link to the PDF.  Oh….and the paper won best Research […]

Comparing Twitter Sentiment vs Random Numbers for Entry Signals

sentiment

This is a cross-post from Trade The Sentiment One of the concerns that I have of my research into using Twitter Sentiment for entry signals in the market has been that the market has, in general, been in an up-trend over the last year.   With that up-trend, there’s a good change that any entry, made […]

Finding SPX Support / Resistance Levels from Twitter

SPX_Levels_Price2012-11-29

This is a cross-post from Trade The Sentiment In addition to finding sentiment within Twitter messages, there are other data points that can be found in many messages. One of the key data points is price levels.  A good number of people add their thoughts on stops, pivots, support/resistance levels, etc for various instruments on […]

Can Twitter Sentiment be used to generate buy / sell signals?

TMS_SPY_2012-09-19

This is a cross-post from TradeTheSentiment.com Before we get started…its VERY easy to look back and say “yes…that would have been a buy signal”.  If the market worked with hindsight, we’d all be millionaires. For this approach, I’m going to use the thought that the masses are ‘wrong’.  That is…when Sentiment gets extremely bearish or […]

Comparing Market Sentiment – Twitter vs the “Professionals”

TMS_2012-08-29

If you’ve been following me for more than a few months, you probably know that I’m researching Twitter Sentiment related to the market for my doctoral dissertation. A few previous posts on the topic: Using Twitter Sentiment for predicting stock price movement Will Twitter make you a better investor? Understanding Twitter Sentiment for Investing Decisions […]