Twitter Data and the Financial Markets · EMOTICONES

Nom page

Twitter Data and the Financial Markets

URL

https://blog.x.com/en_us/topics/insights/2016/twitter-data-and-the-financial-markets

Date de publication

2016-07-28

Date de consultation

2024-11-06

Mots-clés

Sentiment
Emotion

Verbatims affectifs

"Now let’s look at how market participants are using sentiment analysis and other indicators from Twitter data to inform their decisions."

"Sentiment analytics in the financial markets
Sentiment analysis can use natural language processing, artificial intelligence, text analysis and computational linguistics to identify the attitude of a writer with respect to a topic. It’s an important cornerstone of behavioral finance, where theorists believe that markets are irrational and that asset prices are driven by human emotion (e.g., fear, greed, hope and overconfidence, among others)."

"A number of firms are active in this area, including Bloomberg, that has integrated company-based sentiment, as well as Tweet velocity (an indication of volatility), into their social analytics solution on the Terminal. For this post, we’ll dig into three firms who focus on analyzing sentiment at the ticker level - PsychSignal, iSentium and Social Market Analytics."

Thème général (contenu, image, etc.)

Sentiment analysis

Recommandations et bonnes pratiques

"This series looks at the many ways that financial market participants are using Twitter data to inform their decisions."

"With the growth in global conversation on social media - Twitter in particular - where a vast amount of real-time market conversation occurs on a daily basis, academics and practitioners have been studying and measuring the global conversation to understand if it can meaningfully impact markets. Most concur that Twitter sentiment is correlated to asset price moves, but the debate has been about the predictive nature of Tweets on price. Well, the results are in and the early movers in this space are seeing success."

"We expect to see increased work on sentiment, volatility and other indicators from Twitter data across asset classes, with FX, commodities and non-US equities increasingly a focus, as academic research continues to validate such methods."

Effets attendus de ces recommandations ou objectifs qu’elles permettent d’atteindre

Encourager la recherche sur la façon dont les sentiments au sein des tweets peuvent informer les marchés

Type d'utilisation de l'émotion (Prescription/autodéfinition)

Autodéfinition

Thèmes

Créer un lien avec son audience

Catégorie

Utiliser les émotions comme données de recherche

Images

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Cas/exemples/illustrations

"iSentium also markets a DDI iSentium Fear Gauge product. Similar to the VIX, it’s bound between 0 and 100 and is derived using sentiment from a cross section of the broader market. Typically, when its value crosses a threshold of 90, it is predictive of extreme fear in the market."

Contraintes

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Interdictions

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Sanctions

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