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Video: A Machine Learning-Based Trading Strategy Using Sentiment Analysis Data

In this talk Tucker shows how sentiment information in combination with a Machine Learning technique can provide a successful stock trading strategy.

Specifically, he creates a predictive Machine Learning-based model for company stock prices based on the recent sentiment data; he uses that model as an input to build portfolios that are re-balanced weekly and simulate the performance of those portfolios.

His results indicate that the sentiment information has predictive value and is useful as part of a Machine Learning strategy that significantly outperforms the market from which the candidate equities are drawn.

Presentation held at the RavenPack 3rdAnnual Research Symposium, New York, March 24th 2015.

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