Re:Wrote a scraper for stock prices, what do I do with the d...
by jeffreyshaw on Thursday November 08, 2012 @04:25AM
(#4757059)
I'd be very interested in following this project if you go ahead with it.
The value would be to identify how Tweets from major corporate and political figures affect related stock prices. For example, how Tweets from @benbernanke affect the trading price of ETF's. The goal would be to try and identify signals that provide statistical significance as well as a lag time from when Tweet was published and stock price reaction. If we can find these arbitrage opportunities we could use an API to auto-trade based on the Tweets...
The value would be to identify how Tweets from major corporate and political figures affect related stock prices. For example, how Tweets from @benbernanke affect the trading price of ETF's. The goal would be to try and identify signals that provide statistical significance as well as a lag time from when Tweet was published and stock price reaction. If we can find these arbitrage opportunities we could use an API to auto-trade based on the Tweets...