1. Weekly Sentiment Analysis of the Euro
& LITERATURE Review

2. MAJOR BULLETS
News vs. sentiment  permanent vs. temporal price returns
Sentiment indicators are temporal, since it effects prices, not the economy.
OSI works as an EOD indicator with a 1-day lag.
Q of the paper: ‘Can Social Media and Sentiment Data Be Included in a Prediction Model?’ Q:
EOD

3. Courtesy of ‘Performance Analytics’ package for R

4. Important Points
OSI measures top-line market sentiment for intraday price moves.
Not a momentum indicator, every day is new.
Noise trading indicator SEE CORRELATION MATRIX

5. Correlation Matrix
Correlations of all the portfolio sets.

6. MAIN Q OF THE PAPER:
Can Social Media and Sentiment Data Be Included in a Prediction Model?’