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Federal Reserve creates Twitter-based Financial Market Sentiment analysis system [pdf]
- scrum-treats 3y ago"For ease of comparability with other gauges of financial conditions, the index is oriented so that higher values indicate a deterioration in sentiment: the index rises in alignment with episodes of elevated stress in the U.S. financial system or tightening of financial conditions." Does this just mean reverse-coded (negative = 1, positive = -1)?