Twitter Predicts the DJIA close

[malyla]

This is another sentiment indicator. I know and respect the author, so it has some credibility with me.

If you have the algorithm (see link to paper), and a link to all the open twitter feeds, you can predict the close of the market three days before that close.

Check out the msnbc interview.

http://www.cnbc.com/id/15840232?video=1619250397&play=1

Paper link:

http://arxiv.org/PS_cache/arxiv/pdf/1010/1010.3003v1.pdf

 

[malyla]

This is another sentiment indicator. I know and respect the author, so it has some credibility with me.

If you have the algorithm (see link to paper), and a link to all the open twitter feeds, you can predict the close of the market three days before that close.

Check out the cnbc interview.

http://www.cnbc.com/id/15840232?video=1619250397&play=1

Paper link:

http://arxiv.org/PS_cache/arxiv/pdf/1010/1010.3003v1.pdf

I could not get to the link for awhile during the day. CNBC had an error message. It seems to be working now.

 

[Warrenlm]

I stopped watching when Johan said even the tweets on bathroom visits were used in the analysis. Did the paper anywhere deal with the estimated number of market movers that express their moods on twitter?