## Twitter Finance Analytics

[twitter-data-and-the-financial-markets](https://blog.twitter.com/en_us/topics/insights/2016/twitter-data-and-the-financial-markets.html)

https://data.twitter.com/en/industries/finance

https://developer.twitter.com/en/enterprise/finance

[Trending on Twitter: Social Sentiment Analytics February 20, 2014](https://www.bloomberg.com/company/press/trending-on-twitter-social-sentiment-analytics/)

## Bloomberg seminars and extra

[Signals, Not Noise](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4683/828786-SignalsNotNoise_Slides.pdf)

[Predictive Analysis of Bloomberg Automated Intelligence](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4684/828786-PredictiveAnalysisBloombergAutomatedIntelligence.pdf)
[Trading News Sentiment Themes With pICA](https://platform.cinchcast.com/ses/35E70WZphTTI_nYN8xwIxQ~~?ref=post&ek=42b79ced-6f93-43c8-b466-2345a2262fa9)

- extra

[GENERATIONAL TRENDS AND COVID-19: NEW INSIGHTS AND RESEARCH](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4685/generations%2Band%2Bdemand%2Bside.pdf)

[Once you put the price number in, it potentially destroys the effectiveness of that new data source.”](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4682/value%2Bproblem.pdf)


## Bloomberg technical papers

[Sentiment impact on stock prices of news with selected topic codes: Part One](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4648/EDF%2BWhite%2BPaper%2B-%2BSentiment%2Bon%2BNews%2Bof%2BSelected%2BTopics%2B_Part%2B1_.pdf)

> We have found that sentiment as reflected in news stories in the Bloomberg End-of-Day News and Analytics File has an impact on the prices of large-cap U.S. stocks, with the impact differing across stories depending on the set of topic codes with which they are tagged

[EMBEDDED VALUE IN BLOOMBERG NEWS & SOCIAL SENTIMENT DATA](https://cdn.cms-twdigitalassets.com/content/dam/developer-twitter/pdfs-and-files/Bloomberg-Twitter-Data-Research-Report.pdf)

> When rational arbitrageurs have limited risk-bearing capacity and time horizons, the actions of **irrational noise traders** can affect asset prices (De Long, Shleifer, Summers, & Waldmann, 1990a). **Such actions can be interpreted as being driven by fluctuating investor sentiment**. This creates the possibility of trading profitably on the basis of investor sentiment, most obviously by being a contrarian, but, under some circumstances, it may **be rational to “jump on the bandwagon”** and bet with, rather than against, noise traders (De Long, Shleifer, Summers, & Waldmann, 1990b). Various proxies for investor sentiment have been proposed (Baker & Wurgler, 2006), but perhaps **the most direct way to measure sentiment in the stock market is to analyze the words of those who are commenting on stocks**. One traditional source of such comments is stories in the news media (Tetlock, 2007).
> More recently, **Google searches and Twitter feeds have been used** (Mao, Counts, & Bollen, 2015).

[Sentiment impact on stock prices of news with selected topic codes: Part Two](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4646/EDF%2BWhite%2BPaper%2B-%2BSentiment%2Bon%2BNews%2Bof%2BSelected%2BTopics%2B_Part%2B2_.pdf) Ivailo Dimov - 2018
> We use Latent Semantic Analysis (LSA) with a suitable Independent Component Analysis (ICA)
> regularization to retrieve latent, interpretable topic code factors in Bloomberg’s machine-readable
> news dataset

- [Embedded Value in Bloomberg News and Social Data](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4650/EDF%2BWhite%2BPaper%2B-%2BEmbedded%2BValue%2Bin%2BNews%2B%2BSocial%2BSentiment.pdf) Arun Verma

**three types of equity trading strategies based on sentiment data**

Lei Huang [Newsfeed dymistified](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4649/EDF%2BQuant%2BResearch%2BNews%2BFeed%2BDemystified.pdf)

... **paint a coherent picture: the divergence is striking between what people read and what moves the markets**
so
**IDEA - ... CONSTRUCT NEWS-DRIVEN fundamental context critical in the determination of longer-term price movements**

Lei Huang [Long-term performance of U.S. equity long/ short strategy- Based on Bloomberg news sentiment](https://knowen-production.s3.amazonaws.com/uploads/attachment/file/4647/EDF%2BWhite%2BPaper%2B-%2BLong-Term%2BEquity%2BSentiment%2BDriven%2BStrategies.pdf)