Twitter & finance
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Transcript of Twitter & finance
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Twitter Is Wall Street's Crystal Ball
Wall Street Topiclundi 2 mai 2011
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1: Introduction
2: Market Mood
3: @NASDAQ
4: Derwent Capital
1: Introduction
2: Market Mood
3: @NASDAQ
4: Derwent Capital
1: Introduction
2: Market Mood
3: @NASDAQ
4: Derwent Capital
lundi 2 mai 2011
![Page 3: Twitter & finance](https://reader034.fdocuments.us/reader034/viewer/2022051514/54807fccb4af9fef158b5dc2/html5/thumbnails/3.jpg)
1: Introduction
lundi 2 mai 2011
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1: Introduction
Search engine: Yahoo Finance
- Extract of article Author: Will Duff Gordon is an Editor of Data Explorers
Company: Analyst firm digging in to stock market trends
- Business Case Study
Interviewed:
Paul Hawtin: Founder - Managing Director of Derwent Capital Markets
Company:
Investment Boutique specialized in trading financial derivatives
lundi 2 mai 2011
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17 %
17 %
17 %
17 %
17 %
17 %
2: Market Mood
TensionDepressionAngerVigorFatigueConfusion
lundi 2 mai 2011
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Proc. of the Alife XII Conference, Odense, Denmark, 2010 668
Olympic games,Beijing, China
Fed cutsrates
20
Madoff case
CCI: record low
ThanksgivingThailand: protests
DIJA: -700 Recession
US votesObamaelected
Iceland: Major financial and banking crisis
DIJA: below 10,000
1st debateNewman
dies
WTI at $120
1
LehmanBrothersbankruptcy
McCain/Palin
DNC
Spanair flight crash
Phelps: 8 Golds
August
8 17 20 24 28 1 4 15 22 26 6 9
September October November December
4 21 2527 1 11 16
RNC
201
August
8 17 20 24 28 1 4 15 22 26 6 9
September October November December
4 21 2527 1 11 16
201
August
8 17 20 24 28 1 4 15 22 26 6 9
September October November December
4 21 2527 1 11 16
Figure 1: Twitter mood timeseries for 6 mood dimensions measured by extended Profile of Mood States test from August 1 toDecember 20, 2009. Major events marked in timeline above.
1
August
8 17 20 24 28 1 4 15 22 26 6
September October November December
41
August
8 17 20 24 28 1 4 15 22 26 6
September October November December
4
2: MarketMood
lundi 2 mai 2011
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3: @NASDAQ
Researchers: Bloomington’s IT School (IN)
Subject: Correlation between DJIA and Public sentiment
Statement:
- Analyse 10M tweets during 10 months with 2.7M users
- 1st Tool: Select positive and negative tweets
- 2nd Tool: GPOMS (Google-Profile of Mood States) measuring the mood of tweets in 6 dimensions (Calm, Alert, Vital, Happy, ...)
Results:
Bollen said "What we found was an accuracy of 87.6 percent in predicting the daily up and down changes in the closing values of the Dow Jones Industrial Average."
lundi 2 mai 2011
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Texte
3: @NASDAQ
lundi 2 mai 2011
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4: Derwent Capital Markets Ltd
Trading Model: - Algorithms based on the data extracted from Twitter
- FTSE 100 (100 most hightly capitalised UK companies)
- FTSE 250 (large companies included in London Stock Echange)
- DJIA
Results:- A fall in “calm” words is followed by a fall in the index- Expectations: 15 to 20 % ROI- 66% of online Americans now use social- networking websites
lundi 2 mai 2011
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Thanks for Attention
Wall Street Topiclundi 2 mai 2011