Twitter Trading - Context Analytics

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 […]

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 […]

That's Two Takeovers in a Week!

June 22, 2016

Social media beats the mainstream media on a regular basis. Last week social media beat the news wire in reporting the MSFT acquisition of LNKD (blog post below) and Tuesday Twitter broke SCTY being acquired by TSLA. This information is not theoretical - it is actionable data in our feed! Tesla Motors lit up Twitter, […]

Twitter Leads News For MSFT, LNKD Acquisition

June 13, 2016

As is the case with most corporate events now, MSFT buying LNKD broke on Twitter first. The very first mention of this is any news article was at 7:38 AM (CDT) but Social Market Analytics (SMA) detected this 7 minutes ahead at 7:31. SMA’s patented algorithm digests, filters and evaluates Tweets in real time. The […]

Twitter Sentiment and Longer Holding Periods

April 20, 2016

Signals derived from Twitter data have typically been viewed as shorter term signals. There are a number of reasons for this. One reason is the lack of out of sample data to back test trading systems on. At SMA we now have nearly four and a half years of sentiment metrics to use in the creation […]

Sentiment Leading Recent Market Volatility

September 3, 2015

The chart below looks at the percentage of positive Tweets versus the percentage of negative Tweets over the last couple of weeks. There are usually significantly more positive than negative Tweets so the fact that the negative percentage was so high is valuable data in itself. As you can see the percentage of negative Tweets […]

Predictive Power of SMA S-Factors

July 7, 2015

Every quarter we review performance returns and statistical ratios for our family of S-Factors. S-Score is a normalized representation of sentiment over a pre-defined look back period and is a key metric. Below are some charts that look at the full history and YTD performance of our data across the entire universe. Anyone can pick […]

Social Topic Conversations: What You Want, When You Want It, How You Want It

June 8, 2015

SMA is an analytics company with unique IP for filtering and quantification of social media. SMA to date has been primarily focused on the capital markets given our extensive knowledge of this industry. On deck for us is the natural expansion of our capabilities to a "Topic Model" format. Right now, we use our proprietary […]

Social Media and Investing for a New Generation

May 5, 2015

By Kim Gits, CFO of Social Market Analytics Are you prepared for the shift in attitudes and expectations of the next generation of investors? What is the next step for social media use in the capital markets? How far will you go in implementing a social strategy to retain/attract investors? Once in house, how will you communicate […]

THE ALTERA “WINDFALL” $2.4 MILLION OPTIONS TRADE OF 03/27/15

April 21, 2015

There is a rapidly growing consensus in capital markets that rigorously analyzed information derived originally from social media can be a very valuable input in identifying trading opportunities. Nowhere was this more evident than in what happened to Altera shares on Friday, March 27th. Once news broke at 3:32 PM EDT in a Tweet by […]

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