Social Market Analytics: (SMA) S-Factor Sentiment
by Social Market Analytics, Inc.
Leverage Social Market Analytics’ patented technology to identify and aggregate market-moving tweets and other social sentiment data. Independent research has shown that SMA’s social media-based factors are predictive at statistically significant levels and can provide alpha enhancement and risk reduction to most quantitative models.
Incorporate SMA data into multi factor Quantitative models, Algo Execution, Market Making, Indices, Barra and VarRisk models and Research. Predictive signals range in frequency from real-time to quarterly. Data for sectors and industries is aggregated from the security level. SMA has point in time out of sample sentiment data dating back to 2011 for accurate backtests.
Identify professional investors with SMA proprietary algorithms. SMA’s process is driven by two U.S. patents that extract, evaluate, and calculate nearly 1B textual sentiment based data points per day to provide real time APIs. SMA’s financial machine learning NLP has been built over the past seven years using supervised and unsupervised training. All SMA data is out-of-sample and all changes are applied on a go forward basis.
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