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Social Market Analytics Sentiment Data for Forex Trading

September 20, 2018

Social Market Analytics (SMA) provides real-time sentiment data for equities (North America & LSE), commodities, foreign exchange, Crypto Currencies and ETF's. In this blog I am going to explore a trading system using the SMA Twitter based sentiment data to trade a basket of: EURUSD, EURGBP, GBPJPY, GBPUSD ,USDCAD ,USDCHF ,USDJPY. We will explore two straight […]

Social Market Analytics Sentiment now on CME Active Traders Site.

August 22, 2018

Over the past several years, social media sources like Twitter are being used more frequently to distribute company news, information, and analysis of Futures and Options. There are 800 Million Tweets a day across the globe. Social media often raises awareness of news and information more quickly than traditional news sources. Social Market Analytics is […]

Introducing the Social Market Analytics (SMA) 50 Long Index

February 20, 2018

Social Market Analytics has been creating security level sentiment metrics for six years. As we build an out-of-sample history we are able to build longer holding period indexes. I have blogged about longer term factors before, this is the most comprehensive portfolio strategy built using sentiment level data. This blog will discuss the application of […]

Social Market Analytics - Year in Review

January 8, 2018

At Social Market Analytics we are continuously reviewing our dictionaries and account rating algorithms. Year End is a great time to aggregate and publish performance metrics - 2017 was a great year for Social Market Analytics data. We look at our data in many different ways. The below tables illustrate the Open to Close performance […]

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 […]

Deutsche Bank Research Report on Social Market Analytics S-Factor Data

July 17, 2017

Two weeks ago the Deutsche Bank Quantitative Research Team released a full research report exclusively on Social Market Analytics sentiment data. This excellent report independently verifies the predictive nature of the Social Market Analytics Sentiment factors. All data and charts for this blog are taken from the Signal Processing – Social Media Sentiment Report written […]

Did you have a 40 Minute Head Start on Ocwen Financial Price Drop?

April 21, 2017

Social Market Analytics (SMA) aggregates the intentions of professional investors as expressed on Twitter and StockTwits. On April 20th 2017 discussion started started on Twitter that OCN was going to be investigated in relation to sub prime mortgage concerns. SMA Social Media Sentiment started moving lower early that morning. In the chart below you can see […]

Decile Spreads for Twitter & StockTwits

March 10, 2017

I explore decile groupings based on S-Scores, and plot cumulative subsequent returns.

Six Months of SMLC

February 1, 2017

Six months ago, the CBOE in partnership with Social Market Analytics launched the first in a family of indexes derived from Social Market Analytics S-Factors. Below is SMLC performance relative to the SPX. For the first six months SMLC has generated 12.62% and the SPX has returned 4.64%. In January, we launched SMLCW and it […]

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 […]

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