Accern Alphaone News Sentiment
Actionable sentiment scores derived from 20 million public news and blog sources.
Description
Accern Alpha One offers the most comprehensive coverage of actionable trading analytics such as sentiment and impact scores derived from over 20 million public news and blog sources. With advanced natural language processing algorithms such as entity extraction, event detection, and spam filters, we are able to cancel out 99% of the noise on the web and run analysis on clean actionable articles to be used for trading.
How to use
# For use in your Pipeline
# Using the full paid dataset in your pipeline
from quantopian.pipeline.data.accern import alphaone

# Using the free sample in your pipeline
from quantopian.pipeline.data.accern import alphaone_free

# For use in Quantopian Research
# Using the full paid version in research
from quantopian.interactive.data.accern import alphaone

# Using the free sample in research
from quantopian.interactive.data.accern import alphaone_free
Key Metrics
article_sentiment - a score in [-1,1] reflecting the sentiment of articles written about the company in the last day. The higher score, the more positive the outlook
impact_score - on [0,100], this is the probability that the stock price will change by more than 1% (given by: close - open / open) on the next trading day
Vendor
The premier leader in distributing comprehensive news and social analytics for the buy-side and sell-side.
Price
$50/month
Timespan of data
26 Aug 2012 - Ongoing
Free data availability
26 Aug 2012 - 17 Jan 2015