Trading Strategies to Exploit Blog and News Sentiment

@inproceedings{Zhang2010TradingST,
  title={Trading Strategies to Exploit Blog and News Sentiment},
  author={Wenbin Zhang and Steven Skiena},
  booktitle={ICWSM},
  year={2010}
}
We use quantitative media (blogs, and news as a comparison) data generated by a large-scale natural language processing (NLP) text analysis system to perform a comprehensive and comparative study on how a company’s reported media frequency, sentiment polarity and subjectivity anticipates or reflects its stock trading volumes and financial returns. Our analysis provides concrete evidence that media data is highly informative, as previously suggested in the literature – but never studied on our… CONTINUE READING
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