Alternative Data: Updating Social Media and NLP Signals

Review and Update of Social Media-Based Sentiment Signals

In this research note, we update our social media and alternative data-based signals. We have built a proprietary database of comments from the WallStreetBets sub-reddit extending back over two years. We have two products around this database; (1) the Reddit Alert list[1], which includes stocks that have seen an increase in their popularity, and (2) a short-term market indicator[2] based on aggregate sentiment. We update the members a...

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