In this paper, Ronald Hochreiter of the Vienna University computed trading strategies based on market sentiment derived from the postings of stocktwits, one of the largest social media accounts following the developments on financial markets. It's a very good example of how data from social media can be used to implement trading strategies.
Read the full study here.
In this study, conducted by the NYU, researchers looked at macr-economic news from the US and see the effect in indices and Treasury futures. They concluded that in many cases, the market moves 'in the right direction' of the news in the 30 minutes ahead of the news. This could either come from 'superior' predictions or from leakage of the news
Read the full study here
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