Sentiment Driven Market Modeling

Presenter: Brian Phillips

Research Category: Computer and Information Sciences
Additional Authors: Nathan Kotler
PI: Brian Phillips

This research aims to predict movements in stock prices using sentiment driven analysis. Bloomberg provides aggregate social media and news outlet sentiment data for most stocks. After considering volatility and other factors, this sentiment data is an effective indicator of price movement. Through various optimizations, we endeavor to produce a strategy capable of consistently generating positive returns.