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Media trends - market data correlation Assuming mass media events can have a significant impact to the market environment - service determines how informative.

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Presentation on theme: "Media trends - market data correlation Assuming mass media events can have a significant impact to the market environment - service determines how informative."— Presentation transcript:

1 Media trends - market data correlation Assuming mass media events can have a significant impact to the market environment - service determines how informative and descriptive web media content (RSS, news, blogs etc) is. Service provides a visual matching between financial market’s movements and mass media activity events that may cause these movements. Result is converted to a quantitative output time series and provided as a chart that demonstrates an activity of discussion’s trend across the time. Combining this “activity trend” with market movement (market data time series) potential correlation might be discovered. Such analysis/information is scrutinized by researchers/analysts to identify unusual corporate activity and potential investment opportunities. Proprietary patent pending semantic technology and algorithm provide the most natural way to qualify how descriptive content is. Service constantly monitors a set of different news sources and social media (currently these are 1.375.234 RSS entries) and collects market data (currently yahoo.finance) go gain a picture of current situation. This is not another clone of Google Trends that shows “how often words, phrases and topics have been searched for over time”. Result is not based on statistical information (a number of links, a number of clicks, a number of met tags, keywords, etc.), service counts quality of the content. For contacts: Igor Iofinov. Email: gorv692@hotmail.com mobile phone: 720 583 5903gorv692@hotmail.com

2 Media trends - market data correlation Two major workflows can be recognized: 1.Historical data monitoring and analysis - monitoring how market behaved in the past under different situations, user would be able to correlate market activity with current price movement and determine trading strategy. 2.Real time market data – media trends analysis – service correlates mass media activity with current price movement (5 seconds refresh time on shared hosting)

3 Media trends - market data correlation Historical data monitoring and analysis (5 steps workflow)

4 Media trends - market data correlation Historical data monitoring and analysis 1 step Service started to monitor news, blogs, rss and other media. Service analyzes activity of discussion for each period of the time (30 seconds interval).

5 Media trends - market data correlation Historical data monitoring and analysis 2 step Service found peaks (most actively discussed subjects) of discussion and retrieved “proposed idea” (Subject- object-verb triplets) to ensure media credibility.

6 Media trends - market data correlation Historical data monitoring and analysis 3 step Service retrieves quotes price within the same timeline (5 seconds interval). Yahoo finance is used for this case.

7 Media trends - market data correlation Historical data monitoring and analysis 4 step Service combined market data and media trends by time line

8 Media trends - market data correlation Historical data monitoring and analysis 5 step Service correlates the latest mass media discussions with market data. 6 hours gap between news event and market movement.

9 Media trends - market data correlation Real time market data – media trends analysis

10 Media trends - market data correlation Real time market data – media trends analysis 2 step Service constantly monitors predefined media (message boards, sites, news portals, any source of news) and measures related to search criteria media activity across any amount of time.

11 Media trends - market data correlation Real time market data – media trends analysis 2 step Service started to analyze activity of discussion of search criteria (“google” for this case”). Service approximates activity as a three levels (low/medium/high), however actual numbers might be available. Service updates chart every 5 seconds.

12 Media trends - market data correlation Real time market data – media trends analysis 3 step Media trend – market data correlation Using selected ticker from predefined portfolios service starts to correlate media trend for search criteria with current price for this ticker (GE for this case)

13 Media trends - market data correlation Real time market data – media trends analysis 3 step Media trend – market data correlation Raw data is also available for further analysis (direct web service request).


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