Twitter - Context Analytics

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 […]

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 […]

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 SPAC Returns using Twitter Volume

May 18, 2021

Social Market Analytics recently released a SPAC sentiment dataset. This dataset is comprised of all SPACs launched since September of 2017. We calculate our full social media metrics on these securities. In the chart below we looked at subsequent 1-day returns (Close-to-Close) of all SPACs based on their SV-Score, which is a measurement of abnormal […]

SMA Short Squeeze Data Feed

February 22, 2021

Since the now famous GameStop (GME) short squeeze we have received inquiries about Twitter’s ability to identify short squeezes early and do we have any products to help identify these stocks prior to the squeeze? In fact, Twitter is excellent at identifying early discussions of short squeezes. We have a pre-market open Short Squeeze Alert […]

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. […]

Filtering Relevant Tweets Using Topic Models

July 20, 2020

At Social Market Analytics we use proprietary techniques to return the most accurate Twitter volume for topics of interest. First, we use a topic model not just $Ticker. Most vendors use the CashTag concept to identify securities. At SMA we believe only using CashTag excludes a lot of valuable conversation. We return higher volume and […]

Machine Readable Filings (MRF): Total Document, MD&A, and Risk Factors Alpha

June 29, 2020

The SMA research team has done a tremendous amount of research on Machine readable filings. This Blog is taken from a research paper authored by Koby Weisman. SMA partnered with S&P Global Market Intelligence to provide textual data in U.S. SEC EDGAR filings broken down by heading with text underneath (i.e. Parts, Items). The textual […]

Sentiment Performance During Covid-19 Volatility

March 16, 2020

People have been asking about performance of sentiment data over the past few weeks. We track performance for all asset classes multiple ways. A lot of recent volatility has been overnight. The chart below illustrates performance of S-Factor S-Score data relative to pre-market close sentiment S-Scores. Criteria for this chart is as follows. Minimum $5 […]

Historical Accuracy Filter Applied to Sentiment Further Increases Predictive Power

October 7, 2019

At Social Market Analytics (SMA) we create predictive signals by aggregating the intentions of professional investors as expressed on Twitter. We have accumulated eight years of out-of-sample data illustrating the predictive nature of the data. We publish sentiment metrics to illustrate the tone of the current conversation relative to historical conversations. One of our key […]

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

August 3, 2022

SMA Launches TSX Asset Class to Social Media Feeds

April 12, 2022

Using Twitter Social Media for One-Month Holding Periods

June 21, 2021

Analysis of SPAC Returns using Twitter Volume

May 18, 2021

SMA Short Squeeze Data Feed

February 22, 2021

Crypto Currency Market Index

October 13, 2020

Filtering Relevant Tweets Using Topic Models

July 20, 2020

Machine Readable Filings (MRF): Total Document, MD&A, and Risk Factors Alpha

June 29, 2020

Sentiment Performance During Covid-19 Volatility

March 16, 2020

Historical Accuracy Filter Applied to Sentiment Further Increases Predictive Power

October 7, 2019

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