Nifty 200 Stocks Portfolio Investment Model
STRATEGY DESCRIPTION This strategy is the long only Investment model for NSE NIFTY 200 Stocks Portfolio. Normalizing the underlying stock movements by its standard deviation and the recent momentum in …
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Sentiment Trading Model-Crude Oil Futures
Thursday, 16 November 2017 Suresh Kumar Strategy Description The Sentiment based Crude Oil Strategy is a long/short systematic strategy based on InfoTrie sentiment data. Difference in the two exponential moving …
The Market Sentimentalist – Bitcoin and Beyond
Thursday, 5 October 2017 Ryan Shea Jamie Dimon hates it, Howard Marks doesn’t get it[1] and Mike Novogratz thinks it is on its way to becoming “the largest bubble in our lifetimes”. As …
Intraday Impulsive Sentiment Trading
Introduction Tick-by-tick Sentiment data can allow us to identify entry points throughout the day when there are spikes in Sentiment. These spikes can be caused by the release of good …
3-Factor ETF Model
Friday, 7 July 2017 Daniel Chow Introduction Exchange Traded Funds(ETFs) are marketable securities that are traded on the stock exchanges daily. There are multiple types of ETFs, each looking to …
Relative Sentiment on Oil
Thursday, 13 July 2017 Daniel Chow Introduction The concept of Relative Sentiment means that when we look at current sentiment data, we need to also consider the sentiment data of …
Sentiment Filter for Equity Investment
Thursday, 27 July 2017 Daniel Chow Introduction Sentiment Analysis is the extraction of the positivity or negativity of an asset using news. It has been claimed to be an alternative …
Real Time Machine Learning Architecture & Sentiment Analysis
Monday 5 Jun, 2017 Juan Cheng News analytics in finance 1.Access to News / News management – Visualization tools – Filtering tools – On demand view Feed from multiple sources: …
Sentiment Moving Average
Monday, 29 May 2017 Daniel Chow Technical Analysis is the process of using charts and indicators based on the price and volume to predict the future movements of financial assets. …
Sentiment Analysis for Financial News
Friday, 5 May 2017 Yige Zhao What Is Sentiment Analysis Sentiment Analysis is the means of applying natural language processing methods and determining subjective information in the source text. In …