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Re:Fitting to Noise or Nothing at All: Machine Learning in M... by psandersen on Monday August 07, 2017 @05:25AM (#14946266)
I recall reading a paper (sorry, can't find the link now) where the volume of news mentioning the company was what was relevant.

Need to measure this in terms of average volume of news for all tracked market participants, and relative to the normal volume of news for that stock.

That way, if the return has recently gone up and there is substantial volume increase its probably because of positive news.

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