Sentiment - Context Analytics

Predictive Power of Sentiment on Earnings Q&A

August 9, 2022

One of the most closely followed events on the corporate calendar are earnings calls. This gives executives the opportunity to comment on earnings and answer questions from those outside of the company. Using our patented Natural Language Processing, Social Market Analytics scores Earnings Call Transcripts in real time and creates metrics based on sentiment, word […]

General Market Indicator: Volatility of Sentiment Helpful in Predicting Overall Market Performance

August 3, 2022

The target of this research was to find an indicator that helps predict the direction of the overall US Equity market for the next week using sentiment data from the previous week. The hypothesis is when there is high volatility in sentiment over the previous week, which means investors have differing opinions, the subsequent week […]

Using Twitter Sentiment for Day Trading

June 21, 2022

My name is Campbell Taylor. I am a rising senior and a Statistics major at The Ohio State University. Through my first few weeks as a Quantitative Research Intern for Social Market Analytics I’ve been exposed to alternative data and its applications in the financial market. In this research, I created a day trading strategy […]

S-Factor Introduction Video Blog

May 10, 2022

Our S-factor metrics have harnessed the power of social media to benefit investors. The online discussions of the Stockmarket online greatly effects the market. By filtering through over 500 million tweets a day, SMA metrics ingests the full firehose for topics of interest from Twitter, Stocktwits and more with 10+ years or out of sample […]

SMA Launches TSX Asset Class to Social Media Feeds

April 12, 2022

Social Market Analytics converts textual data into quantitative signals for the investment community. To complement our U.S. Equity feed, we recently launch a Twitter based sentiment feed covering the largest TSX (Toronto Stock Exchange) equities. The initial universe included 233 TSX equities, and recently expanded to include an additional 200+ equities. The out-of-sample date for […]

Alpha Around the World: Insights into Global Annual Reports

November 1, 2021

Social Market Analytics (SMA) has created the Global Machine Readable Filings (GMRF) dataset in partnership with S&P Global Market Intelligence. GMRF provides parsed textual data broken down to sections along with metrics like word count and sentiment on annual and interim reports for companies around the world. Extraneous information such as images, tables, and page […]

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 […]

Analysis of Subsequent returns on Short Squeeze Conversations

April 20, 2021

In the wake of the recent GameStop (GME) short squeeze, we received a lot of inbound questions on social media’s predictive power for short squeezes. Social Market Analytics (SMA) classifies different types of conversations on Twitter with one topic being Short Squeezes. Looking at subsequent returns of stocks with short squeeze conversations leads to different […]

Machine Readable Filings (MRF): 8-K Sentiment Alpha

October 26, 2020

Social Market Analytics, Inc. (SMA) has partnered with S&P Global Market Intelligence on ‘Machine Readable Filings’ (MRF). Machine Readable Filings is the first product to provide parsed textual data of SEC Edgar Regulatory Filings at the Item, Section, Sub-section, and Notes level with historical baselines back to 2006, along with sentiment values provided by SMA’s patented Natural […]

Crypto Currency Market Index

October 13, 2020

We are often asked about broad market indicators for different asset classes. Recently Koby finished some research on a Crypto Currency broad market indicator that is predictive of future Bitcoin prices. We call this indicator the Crypto Market Score (CMS). For the CMS we take once a day snapshots of all coins with a sentiment value. […]

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Predictive Power of Sentiment on Earnings Q&A

August 9, 2022

General Market Indicator: Volatility of Sentiment Helpful in Predicting Overall Market Performance

August 3, 2022

Using Twitter Sentiment for Day Trading

June 21, 2022

S-Factor Introduction Video Blog

May 10, 2022

SMA Launches TSX Asset Class to Social Media Feeds

April 12, 2022

Alpha Around the World: Insights into Global Annual Reports

November 1, 2021

Using Twitter Social Media for One-Month Holding Periods

June 21, 2021

Analysis of Subsequent returns on Short Squeeze Conversations

April 20, 2021

Machine Readable Filings (MRF): 8-K Sentiment Alpha

October 26, 2020

Crypto Currency Market Index

October 13, 2020

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