Blog - Context Analytics

Ukraine War Impact on Corporate Filings

March 21, 2022

Social Market Analytics released U.S. Machine Readable Filings (MRF) in partnership with S&P Global Market Intelligence in April 2020. Machine Readable Filings is the first product to provide parsed textual data of SEC Edgar Regulatory Filings at the Document, Part, Item, Section, and Notes level with historical baselines back to 2006. Global Machine Readable Filings (GMRF) […]

Global MRF - The First of its Kind

July 28, 2021

Social Market Analytics, Inc. (SMA) in April 2021 released Global Machine Readable Filings (GMRF) in partnership with S&P Global Market Intelligence. Global Machine Readable Filings is the first product to provide parsed textual data of over 200 Countries Company Annual Reports, Quarterly Report, Semi-Annual and Financial Supplements across ~1.6M documents. This blog will explore details […]

Using Twitter Social Media for One-Month Holding Periods

June 21, 2021

Social Market Analytics, Inc. (SMA) has been warehousing and normalizing social media signals, called S-Factors, since December 2011. SMA has collected nearly 10 years of out-of-sample data, which allows back tests of longer holding periods. SMA’s typical S-Factors are a daily view on social sentiment and is great at predicting subsequent price movement in securities […]

A Returns Analysis on StockTwits Sentiment Metrics

May 27, 2018

This paper discusses the analysis of a Returns Study done on US Equities using social media sentiment factors from Social Market Analytics (SMA) in a single factor trading model environment. In a comparison to a market reference on a long only strategy, the results indicate an outperformance in returns for positive sentiment stocks and an […]

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