Social Media Sentiment Analysis and Trading Strategies

Happy New Year! I recently got the opportunity to start doing some work for Ernest Chan’s team at QTS Capital Management and my first project was a literature review of social media sentiment analysis. The PowerPoint presentation above covers the current academic research on social media sentiment analysis, the trading strategies that incorporate social media sentiment, an analysis of the various providers of sentiment data, and much more! If you have any questions or would like the 50+ pages of notes that accompany the presentation, please contact me at coltonsmith321@gmail.com.

Additionally, over the holidays I got a chance to read both of Mr. Chan’s books, Quantitative Trading: How to Build Your Own Algorithmic Trading Business and Algorithmic Trading: Winning Strategies and Their Rationale. I’d highly recommend reading them if you haven’t! They provided valuable insight into properly approaching backtesting and gave me countless new statistical arbitrage strategies to explore. I’m going to have a lot more time this quarter to work on projects for the blog so expect weekly posts!

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s