Millennial Investing - Context Analytics

Social Market Analytics Identifies Most Accurate Twitter Accounts

May 1, 2019

Social Market Analytics aggregates the intentions of professional investors as expressed on Twitter. We identify these professional investors using our proprietary twelve factor ranking system. One factor is the forward accuracy of Twitter accounts. If a Twitter account is Tweeting bullishly based on our patented NLP process and the security subsequently moves higher over specified […]

Social Market Analytics Now Has Six Years of Out-Of-Sample History!

December 5, 2017

Social Market Analytics, Inc. (SMA) is celebrating six years of out-of-sample data in US Equities. This data is unique in that it is a true representation of the Twitter conversation at each historical point-in-time. Since our launch, SMA has become a leader in providing sentiment data feeds to the financial community. Our data has become […]

2016 In Review

January 23, 2017

Last year was a good year for SMA data. High sentiment securities outperformed and low sentiment securities underperformed with good Sharpe’s and Sortino's. The below tables contain returns and Sharpe/Sortino ratios for the full history of Social Market Analytics S-Factor data. Correlations to standard factors continue to be near zero. I'm sure our data […]

Weekly, Monthly Quarterly Re-balance

January 9, 2017

As we move into a new year Social Market Analytics (SMA) has acquired five years of out-of-sample data. This real history has enabled us to build signals for longer holding periods. In this blog we will explore the use of SMA data for weekly, monthly and quarterly holding periods. Portfolio managers often re-select securities […]

SMA Predicts Brexit Two Weeks Before The Vote

June 24, 2016

People seem surprised that Britain voted to exit the EU. We at SMA with our partners the CBOE are not nearly as surprised as everyone else. Russell Rhoads from the CBOE has been blogging and Tweeting with SMA data for two weeks that it looks like the Brexit is going to happen. Let’s look at […]

Twitter Leads News For MSFT, LNKD Acquisition

June 13, 2016

As is the case with most corporate events now, MSFT buying LNKD broke on Twitter first. The very first mention of this is any news article was at 7:38 AM (CDT) but Social Market Analytics (SMA) detected this 7 minutes ahead at 7:31. SMA’s patented algorithm digests, filters and evaluates Tweets in real time. The […]

2015 In Review

January 4, 2016

Wow, what a ride 2015 was with the S&P 500 closing slightly down for the year. As we head into 2016 are you going to continue to look at the same factors as everyone else or maybe try something new? Below are the returns for stocks with significantly positive and negative pre-market open S-Scores. […]

Long/Short Research on Russell 1000 Stocks

December 8, 2015

People ask about the persistence of SMA sentiment signals over time. The signal length is dependent on the S-Factor used. S-Mean for example represents a 20 day look back period and is generally used as a longer term signal. We looked at a theoretical strategy using a universe of the Russell 1000 and S-Factors: S-Score, […]

Social Media and Investing for a New Generation

May 5, 2015

By Kim Gits, CFO of Social Market Analytics Are you prepared for the shift in attitudes and expectations of the next generation of investors? What is the next step for social media use in the capital markets? How far will you go in implementing a social strategy to retain/attract investors? Once in house, how will you communicate […]

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