trading strategies to exploit blog and news sentiment wenbinzhangandstevenskiena wbzhang cs sunysb edu and skiena cs sunysb edu department of computer science stony brook university stony brook ny 11794 4400 ...
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...Trading strategies to exploit blog and news sentiment wenbinzhangandstevenskiena wbzhang cs sunysb edu skiena department of computer science stony brook university ny usa abstract could provide a feasible useful way analyze nancial markets weusequantitative media blogs as comparison our primary goal is study the relationship between data generated by large scale natural language processing stock market linguistic both nlp text analysis system perform comprehensive comparative on how company s reported fre andtoillustratetheextenttowhichtheycancontribute quency polarity subjectivity anticipates or re design investment main contribu ects its volumes returns tions in this paper are provides concrete evidence that highly informative previously suggested literature but we conduct neverstudiedonourscaleofseverallargecollectionsofblogs thoughtful four different linguis for over ve years building ndings tic sources i e twitter spinnr rss livejour give based neutral strategy which nal dailies c...