A look at Twitter messages in 2012 mentioning $SPY and S&P500 Symbols

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:

1. SeekingAlpha
2. BigTicks
3. thefinancepress
4. wallstCS
5. CPUStocks
6. gasoilstocks
7. ADVFNplc
8. MarketCurrents
9. StockRecaps
10. PerforM84697233
11. TheStreet
12. simplestockqtes
13. Tradified
14. SAI
15. BigChipStocks
16. pennystockguys
17. DJThistle
18. RetailerStocks
19. TradingGuru
20. boogidown
21. USwwwStocks
22. lluccipha
23. MNYCx
24. investorpoint
25. takingstock614
26. tradingview
27. stockticks
28. 1nvestor
29. ForTraders
30. FastFoodStocks
31. StockTwits
32. some_win
33. ValueStocksNow
34. PiggyStocks
35. Insider_Trades
36. 61point8
37. BlueFielder
38. tlmontana
39. stockguy22
40. Phil_Goodship
41. LaMonicaBuzz
42. Jamtrades
43. businessinsider
44. BUDDIEE18
45. ZolmaxNews
46. OneChicago
47. olyant75
48. onebrow1
49. DeidreZune
50. bored2tears

Cross Posted at TradeTheSentiment.com