I'm interested in figuring out how to suppress takeover rumors/news from an algorithm. Has anyone done this before? I know there are sentiment indicators on news feeds, but I guess I am looking for something more specific. If anyone has done this in the past, and is able to share some code, can you please let me know? Specifically, if a stock has gone up dramatically because of a takeover rumor, I want to be able to filter it out.
Thanks for everyone's help!