Cross Posted at TradeTheSentiment.com
While working up my data analysis chapter of my dissertation, I came across some interesting tidbits of information and thought I’d share.
Nothing here is earth-shattering and there’s not much I (or you) can do with this…but I thought it interesting and hope someone else out there does too. I’ve shared other findings before – and continue to share my daily Bear/Bull Ratio via my Trade The Sentiment site, which is an outcome of this research.
For the data collection phase of my dissertation, I collected Twitter messages for all stocks in the S&P500 index and the SPY ETF itself. There are many great pieces of knowledge that I’ve gathered from this work – some I’ve shared but most I won’t share because I need something to put into the dissertation. 🙂
So…here’s some data that you might find interesting (or maybe you won’t). Without further ado – and without interpretation, here you go:
SPY and all symbols in S&P 500 Index
Dates: Jan 1 – Dec 30 2012
- Number of Twitter Messages Captured: 1,655,962
- Number of Symbols: 501 (S&P 500 + SPY)
- Number of days messages captured: 361
- Number of Twitter users: 224,499
- Average Messages per day: 4,587.15
- Average Messages per user: 7.38
- Date with Highest message volume: December 5 2012
- Symbol with most Mentions: AAPL (620,964 messages or 37.5% of messages)
- Symbol with most Bearish Mentions: AAPL with 98,402 messages with bearish sentiment
- Symbol with most Bullish Mentions: AAPL with 78,353 messages with bullish sentiment
- User with most Tweets: SeekingAlpha
- Top 10 users account for 128,703 messages or 7.77% of messages
- Top 25 users account for 197,878 messages or 11.95% of messages
- Top 50 users account for 278,846 messages or 16.84% of messages
- 50% of messages were sent by 849 Twitter users or 0.38% of users
- 80% of messages were sent by 14,049 Twitter users or 12.27% of users
Top 50 captured Twitter Users:
- SeekingAlpha
- BigTicks
- thefinancepress
- wallstCS
- CPUStocks
- gasoilstocks
- ADVFNplc
- MarketCurrents
- StockRecaps
- PerforM84697233
- TheStreet
- simplestockqtes
- Tradified
- SAI
- BigChipStocks
- pennystockguys
- DJThistle
- RetailerStocks
- TradingGuru
- boogidown
- USwwwStocks
- lluccipha
- MNYCx
- investorpoint
- takingstock614
- tradingview
- stockticks
- 1nvestor
- ForTraders
- FastFoodStocks
- StockTwits
- some_win
- ValueStocksNow
- PiggyStocks
- Insider_Trades
- 61point8
- BlueFielder
- tlmontana
- stockguy22
- Phil_Goodship
- LaMonicaBuzz
- Jamtrades
- businessinsider
- BUDDIEE18
- ZolmaxNews
- OneChicago
- olyant75
- onebrow1
- DeidreZune
- bored2tears
Cross Posted at TradeTheSentiment.com
One response to “A look at Twitter messages in 2012 mentioning $SPY and S&P500 Symbols”
[…] Cross Posted at EricBrown.com […]