Inspiration
Noticed for luxury apparel how customer engagement is heavily focused on Instagram
What it does
Take sentiment analysis and engagement metrics from Quandl's social media dataset to produce a buy/hold/sell recommendation based on a rolling 90 day window
How we built it
Harvested data from quandl with EOD prices pulled manually from Quantopian. Model training done via Keras. Backtesting strategy via Quantopian
Challenges we ran into
Short time window of facebook data. Limited to S&P 500 companies where the strategy is more applicable to smaller cap companies
What we learned
None of us had exposure to analysis with alt data
Built With
- keras
- quandl
Log in or sign up for Devpost to join the conversation.