Hands-On Machine Learning for Algorithmic Trading

Social sentiment data

Social sentiment analysis is most closely associated with Twitter data. Gnip was an early social-media aggregator that provided data from numerous sites using an API and was acquired by Twitter in 2014 for $134 million. Search engines are another source that became prominent when researchers published in nature that investment strategies based on Google Trends for terms such as debt could be used for a profitable trading strategy over an extended period (see the GitHub repo https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading for references).