Sentiment Sentinel Investment Tool

A semantic engine and email notification tool for investment news, created for the project phase of the Insight Data Science fellowship

Transcript

1. SENTIMENT SENTINEL financial market analytics GABRIEL DURKIN
2. Sentiment Analysis Investment Insight by social listening
3. • Financial Advisors may not give good advice. • FA receives a fee – even when you lose money • Some products have better commission for FA – conflict of interest • Highest quality data/analysis is behind pay-wall WHAT ABOUT THE EVERYDAY INVESTOR?
4. CROWD-SOURCE THE WEB: •Let us empower the everyday investor: Crowd-source, curate and validate this public investment research!
5. author time stamp # comments ticker symbol http://seekingalpha.com 2004 – 2017 AAPL GOOG NVDA BAC ARTICLES Buy!
6. TRAINING AN ALGORITHM FROM SCRATCH [“There have been many developments in Tesla since I last wrote about it. This article covers those developments, both positive and negative. I am still of the opinion that Tesla's share price greatly overstates its value, and as we've seen, Tesla has actually started missing its own deliveries guidance.”] •Naïve Bayes on 5000 most-commented labelled articles: ~2500 ‘short’ ideas, ~2500 ‘long’ ideas. •150k articles scraped LABEL: ‘SHORT’ (SELL) •Reject articles with few comments to improve SNR •Why? Long/Short +ve/-ve ham/spam (no off-the-shelf solution) example Prediction: ‘SHORT’ 61.9% confidence
7. (‘Long’ Classification = Positive)
9. Top 50 authors with ‘short’ Strategies • Followers+ Comments+ Editor Pick++ Stock Popularity- Freshness+ iNFLUENCE iNDEX LEADERBOARD
10. LIVE DEMO: www.sentiment-sentinel.com
11. GABRIEL DURKIN, DPhil Oxon. MY RESEARCH: QUANTUM COMPUTING
12. (BACK UP SLIDES TO FOLLOW)
13. • Future? ‘Sentiment Sentinel’ will automate trades based on notifications
14. RICH SOURCE OF DATA • Scraped at 4 am, July 21st, 2017 https://seekingalpha.com/market-outlook SEEKING α