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Questions tagged [sentiment]

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Question about the "VolZScore" in this article about applying the Boids algorith to equities to find flocking behavior

In this article, "Flocking behavior of US equities": https://www.cs.dartmouth.edu/~lorenzo/teaching/cs174/Archive/Winter2013/Projects/FinalReportWriteup/ira.r.jenkins.gr/final.html They use ...
Tristan's user avatar
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CBOE Option Sentiment alternative datasource [duplicate]

I am interested in CBOEs Option Sentiment data (https://datashop.cboe.com/option-sentiment) It contains high level (aggregated) Options data on a daily basis delivered in a csv file. Main Datafields:...
Stan's user avatar
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2 votes
1 answer
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How to identify Market Reversals?

In recent history, whenever there is a markets crash, we see a sudden market reversal. Some of the sharp reversals when the market changed direction suddenly are: May 2009 Last week of December 2018 ...
Saurabh's user avatar
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1 answer
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How to regard intraday volume in a sentiment study?

I am currently working on a sentiment study, which means I want to investigate the influence of sentiment on stock prices and trading volume. Regarding stock prices is relatively simple, I calculate ...
TobKel's user avatar
  • 111
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1 answer
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Literature recommendations regarding sentiment in the stock market

I plan to write a paper about the influence of investors sentiment on the stock market. I would like to look specifically at the question of what has an impact on what: does sentiment influence ...
TobKel's user avatar
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