Tag Archive for: sentiment

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.

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.