Predictive Power of Acuity Trading’s Sentiment Indicators

Undertaken by research partner Universitat Politècnica de Catalunya, and led by Professor Argimiro Arratia, author of Computational Finance: An Introductory Course with R, this research was conducted on Acuity’s eleven news – based public sentiment indices to identify which sentiment indicator or combination of indicators provided the most reliable forecast.

This research was commissioned to provide tangible evidence of their independent or combined forecasting capabilities for different asset classes and time series.

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