منابع مشابه
Evaluation of News-Based Trading Strategies
The marvel of markets lies in the fact that dispersed information is instantaneously processed by adjusting the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information; such information is typically embedded in textual news that is then interpreted by investors. Quite recently, researchers have started to automatically determine ...
متن کاملTrading Strategies To Exploit News Sentiment
We use quantitative news data generated by a large-scale natural language processing (NLP) news analysis system to perform a comprehensive study on how a company’s reported news frequency, sentiment polarity and subjectivity anticipates or reflects its stock trading volumes and financial returns. Our analysis provides concrete evidence that news data is highly informative, as previously suggest...
متن کاملTrading Strategies to Exploit Blog and News Sentiment
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 company related news variables anticipates or reflects the company’s stock trading volumes and financial returns. Building on our findings, we give a sentiment-based market-neutral trading strat...
متن کاملNews and Trading Rules
AI has long been applied to the problem of predicting financial markets. While AI researchers see financial forecasting as a fascinating challenge, predicting markets has powerful implications for financial economics – in particular the study of market efficiency. Recently economists have turned to AI for tools, using genetic algorithms to build trading strategies, and exploring the returns tho...
متن کاملAgent-based evolutionary optimisation of trading strategies
The backtesting and optimisation of trading strategies has emerged as an interesting research and experimental problem in both finance and Information Technology (IT) fields. However, it is a non-trivial task to effectively and efficiently optimise trading strategies, not to mention the optimisation in the real-world situations. This paper discusses the application of evolutionary technologies ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2015
ISSN: 1556-5068
DOI: 10.2139/ssrn.2580050