Social AI
Quantitative Strategy
Social AI
Quantitative Strategy
- Social AI
- Social AI
Reddit Sentiment - 2022 Wrap-Up
REVIEW AND UPDATE OF REDDIT-BASED SENTIMENT INDICATOR We have built a proprietary database of comments from the WallStreetBets sub-reddit extending back over two years. In this research note, we update our short-term market indicator[1] based on aggregate sentiment toward the S&P 500. Our indicator is based on the overall sentiment...
- Quantitative Strategy
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],...
- Quantitative Strategy
Alternative Data: Updates of Social Media-Based Signals
REVIEW AND UPDATE OF SOCIAL MEDIA-BASED SENTIMENT SIGNALS In previous research, we introduced a proprietary database of comments from the WallStreetBets sub-reddit. We used this database in two ways: to identify stocks that were seeing an uptick in mentions, and to build a proxy for sentiment around the overall market....
- Quantitative Strategy
Alternative Data: Sentiment from Social Media
In our previous note on alternative data, we used Reddit to identify stocks that saw an uptick in their mentions coupled with unusual trading activity.In this note, we create a social media-based sentiment indicator by focusing on the sentiment implied in individual Reddit comments.For index-level products, like SPY, our sentiment...
- Quantitative Strategy
Alternative Data: The Reddit Alert List
In our first foray into the world of unstructured data, we look into Reddit, in particular the WallStreetBets sub-reddit, to see if the data can be used to inform stock selection.While the total number of mentions on WallStreetBets is large, mentions tend to concentrate among the most popular stocks.Our Reddit...
