Alpha Potential of Social Sentiment Based Models

Inspiration

Wanted to build a project that looked into the use of social media analytics in stock price prediction.

What it does

It was able to do this by using Fourier transforms to use previous data to predict the current market price.

How we built it

It was able to do this by using Fourier transforms to use previous data to predict the current market price.

Challenges we ran into

Finding a robust social media sentiment signal that worked across multiple asset classes.

Accomplishments that we're proud of

Finding a mathematical solution to compare our stock price predictions to the actual values

What we learned

We learnt how to apply advanced mathematical techniques to predict stock market prices to a high degree

What's next for Alpha Potential of Social Sentiment Based Models

Apply our results into a machine-learning algorithm to make the hypothesis more robust.

Built With

• python
• tensorflow