Context Analytics, Inc. differentiates through transparency. We provide our historical data, along with results related to back tested results and alpha derivation, to clients, academia, and interested firms.
Data Sources
Latest From Context Analytics
The Predictive Value of Social Media Sentiment Scores (S-Factors): An Analysis of US Equity Returns Using a Close-to-Close Methodology
This study investigates the ability of social media sentiment to predict short-term movements in equity prices. Using proprietary sentiment metrics developed by Context Analytics (CA), specifically the S-Score, we evaluate whether extreme sentiment levels correspond to abnormal equity returns. This research aims to demonstrate the relationship between S-Score prior to market close and the subsequent close-to-close period return.
