Twitter Sentiment and Volatility Index Directional Forecasting
August 4, 2015
SMA has just completed a comprehensive analysis that shows the performance of classifier models, designed to predict next day directional movement for volatility indexes, improves by adding market sentiment measures derived from social media sources. Please download the paper at: https://contextanalytics-ai.com/research/white-papers We present predictive models built from market data and S-Factors, a family of metrics […]
