![Probability & Partners](https://i0.wp.com/probability.nl/wp-content/uploads/2014/11/pp-logo3.png?fit=340%2C156&ssl=1 "Probability & Partners\"){kind=logo}
In this paper, we explore sentiment in the framework of multifactor investment strategies. We investigate the relationships between sentiment-based and more traditional factor strategies and show that sentiment offers an additional signal that can contain information that is not incorporated in traditional investment factors.
Tag Archive for: Sentiment
Svetlana Borovkova’s column in the Financial Investigator about factor investing and sentiment. The role of news and social media as a factor and a risk indicator is discussed.
Svetlana Borovkova’s column in the Financial Investigator about news sentiment analysis in financial markets.