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News Sentiment Versus Traders Sentiment

A while back I read about an alpha generating strategy based on the difference between trader perspectives and news perspectives. The researchers collected stock market articles that were criticized in the comment section. If the article said buy and the comments said sell, the strategy said sell, and if the article said sell and the comments said buy, the strategy said buy.

This algorithm attempts to replicate this strategy using two alternative data sets. Basically, it uses the Sentdex data set to represent the news sentiment and the Psychsignal data set to represent the trader sentiment.

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 597b33f591a462543c1096c6
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