Twitter - Context Analytics

The Power of Combining News and Social Media: 2025 Performance Update

November 5, 2025

In 2024, we demonstrated how combining sentiment signals from Twitter, Stocktwits, and News could enhance trading performance by capturing multiple, uncorrelated perspectives on market mood. Since then, we’ve continued to refine this multi-source sentiment framework, and the results from 2025 reinforce the power of diversification across data sources. Persistent Low Correlation Across Sources Our earlier research showed a Pearson […]

Daily S-Score Analysis: Sentiment Insights in Cryptocurrency Markets

October 15, 2025

As equity markets continue to evolve under the influence of macroeconomic factors, geopolitical events, and shifting investor sentiment, digital assets have emerged as an increasingly attractive alternative. Institutional and retail interest in digital assets has increased, driving demand for AI-powered market analytics capable of identifying actionable trading signals in this fast-moving ecosystem.

Sentiment per Account: A New Layer of Insight in the S-Factor Feed

October 8, 2025

At Context Analytics, we are constantly innovating within our S-Factor Sentiment Feed—testing new metrics, uncovering relationships, and engineering features that push the boundaries of quantitative trading with alternative data. Our mission is to transform unstructured text into structured, actionable signals that give traders and portfolio managers a measurable edge. Background: The Foundation of the S-Factor […]

Year-to-Date Update: Overnight Momentum and Sentiment Change

October 1, 2025

In the summer of 2022, at Context Analytics we explored the interaction between overnight momentum and the corresponding overnight sentiment change. Our initial findings revealed a reversion to the mean pattern in stocks priced over $5. Specifically, we observed that when stocks dipped overnight, they tended to rebound from open to close the following day. […]

Year-to-Date Update: Multi-Source Sentiment Strategies Continue to Deliver

September 18, 2025

At Context Analytics, we remain at the forefront of unstructured financial data, transforming raw information into actionable insights that drive trading performance. Our patented natural language processing (NLP) tools power standardized metrics across multiple data streams—including Twitter, Stocktwits, and financial news. These three distinct yet complementary sources form the foundation of our sentiment-driven trading strategies.

When LLMs Say Sell: How X AI Summaries Unlock Short-Side Opportunities

September 3, 2025

As advancements in artificial intelligence continue to accelerate, new opportunities are emerging for integrating cutting-edge techniques into the investment process. Large language models (LLMs) have shown remarkable promise in parsing qualitative data, uncovering insights, and generating signals that can inform stock selection. At Context Analytics, we specialize in transforming unstructured data from alternative sources into […]

The Decline of Twitter Influencers in Financial Markets

August 20, 2025

Introduction In financial markets, narratives form and evolve across social platforms at lightning speed. X (formerly Twitter) serves as a real-time feed of sentiment, speculation, and emerging stories surrounding financial securities. At Context Analytics, we track and structure this massive flow of information so our clients can capture investable insights as they develop. A key […]

Quantifying Twitter Sentiment for Financial Markets

August 13, 2025

Social media platforms like Twitter host thousands of investor opinions daily, often influencing short-term market movements. Context Analytics (CA) has been systematically collecting and analyzing financial tweets for over 10 years.

Social Media Sentiment on Australian Securities

August 7, 2025

Context Analytics (CA) is proud to announce an expansion in social sentiment global security coverage to include Australian securities (ASX). Similar to other foreign asset classes CA covers, the ASX dataset will retrieve textual data from Twitter messages and generate sentiment scores using our proprietary Natural Language Processing (NLP) technology. These sentiment scores are actionable […]

Utilizing Social Media Sentiment for Market Insights

July 31, 2025

Context Analytics (CA) leads the industry in structuring and analyzing unstructured text for sentiment analysis in financial markets. One of CA’s flagship offerings, the S-Factor feed, delivers a comprehensive suite of social sentiment metrics sourced from Twitter and Stocktwits, differentiated by platform for greater accuracy.By grouping securities into sentiment-based quintiles, we reveal a strong correlation […]

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The Power of Combining News and Social Media: 2025 Performance Update

November 5, 2025

Daily S-Score Analysis: Sentiment Insights in Cryptocurrency Markets

October 15, 2025

Sentiment per Account: A New Layer of Insight in the S-Factor Feed

October 8, 2025

Year-to-Date Update: Overnight Momentum and Sentiment Change

October 1, 2025

Year-to-Date Update: Multi-Source Sentiment Strategies Continue to Deliver

September 18, 2025

When LLMs Say Sell: How X AI Summaries Unlock Short-Side Opportunities

September 3, 2025

The Decline of Twitter Influencers in Financial Markets

August 20, 2025

Quantifying Twitter Sentiment for Financial Markets

August 13, 2025

Social Media Sentiment on Australian Securities

August 7, 2025

Utilizing Social Media Sentiment for Market Insights

July 31, 2025

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