5 ms·

Random idea, but what if you could combine market data with news articles, and (obviously only for the past few years) data from blogs/reddit/hn/twitter/etc.? S

by smnscu 10y ago

Random idea, but what if you could combine market data with news articles, and (obviously only for the past few years) data from blogs/reddit/hn/twitter/etc.? Sometimes there is fascinating insight to be learned in obscure places on the Internet (hn itself being a great example); I imagine a system that would collect and analyze that kind of information would be quite interesting, despite the huge amount of noise. Such a hypothetical system reminds me of this story: https://www.facebook.com/notes/robin-sloan/julie-rubicon/985697811525170 https://www.facebook.com/notes/robin-sloan/julie-rubicon/985...

chollida1 10y ago
Glib answer.... You'd get really mad at Anne Hathaway http://www.theatlantic.com/technology/archive/2011/03/does-anne-hathaway-news-drive-berkshire-hathaways-stock/72661/ http://www.theatlantic.com/technology/archive/2011/03/does-a... Longer answer, this has been done for 10+ years. Bloomberg will sell you a sentiment annotated news feed for 5 figures a month if you'd like to try.
- deleted 10y ago
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mikkom 10y ago
This has been made many, many times already. Zipline that we are talking about here is created by Quantopian that actually provides aggregated twitter harvesting datafeed free for this year. https://www.quantopian.com/data/psychsignal/stocktwits https://www.quantopian.com/data/psychsignal/stocktwits
alfalfasprout 10y ago
Been done tons of times. Some of them make quite a bit of money, others not. The real game-changer is if you're effective at separating out the real signal from the noise (and the noise floor is high in these sorts of feeds).
hiou 10y ago
You would probably have as much luck correlating features like whether your neighbors kid was at the bus stop or had to run to catch it each day and the amount of times your neighbor complained about someone not cleaning up their dog's poop that week. Bullshit random edge case features don't get any better or worse if they come from the internet. In regular trading(algorithmic or not) you really need some non-trivial insight that for some reason no one else will have.
nl 10y ago
Here you go: https://www.quandl.com/browse?idx=database-browser_stock-data_united-states_social-media-and-news-sentiment https://www.quandl.com/browse?idx=database-browser_stock-dat...

by smnscu 10y ago

chollida1 10y ago

Glib answer.... You'd get really mad at Anne Hathaway http://www.theatlantic.com/technology/archive/2011/03/does-anne-hathaway-news-drive-berkshire-hathaways-stock/72661/ http://www.theatlantic.com/technology/archive/2011/03/does-a... Longer answer, this has been done for 10+ years. Bloomberg will sell you a sentiment annotated news feed for 5 figures a month if you'd like to try.

deleted 10y ago
[deleted]

mikkom 10y ago

This has been made many, many times already. Zipline that we are talking about here is created by Quantopian that actually provides aggregated twitter harvesting datafeed free for this year. https://www.quantopian.com/data/psychsignal/stocktwits https://www.quantopian.com/data/psychsignal/stocktwits

alfalfasprout 10y ago

Been done tons of times. Some of them make quite a bit of money, others not. The real game-changer is if you're effective at separating out the real signal from the noise (and the noise floor is high in these sorts of feeds).

hiou 10y ago

You would probably have as much luck correlating features like whether your neighbors kid was at the bus stop or had to run to catch it each day and the amount of times your neighbor complained about someone not cleaning up their dog's poop that week. Bullshit random edge case features don't get any better or worse if they come from the internet. In regular trading(algorithmic or not) you really need some non-trivial insight that for some reason no one else will have.

nl 10y ago

Here you go: https://www.quandl.com/browse?idx=database-browser_stock-data_united-states_social-media-and-news-sentiment https://www.quandl.com/browse?idx=database-browser_stock-dat...