This is a summary of links featured on Quantocracy on Tuesday, 10/17/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Academic Research Insight: Sentiment Feedback Strength Trading Strategy [Alpha Architect]What are the research questions? Based on the evidence that tweets are faster than news in revealing new market information, but that news is regarded a more reliable source of information, the authors propose a superior trading strategy based on the sentiment feedback strength between the news and the tweets. By studying a total of 1,271,308 tweet messages from a selective group of users among