With real-time, distilled market-moving information, FactSet Document Distributor -StreetAccount provides access to crucial intelligence for the companies and markets that matter to you in a standardized and tagged XML format. StreetAccount features comprehensive U.S. and European company coverage (and expanding Canadian and Asia Pacific coverage) by scanning all possible sources for corporate news, including corporate conference calls, FDA and EU drug approvals, SEC filings, FTC antitrust decisions, brokerage firm upgrades/downgrades, and trading floor conjecture. It also includes around-the-clock market summaries of the U.S., European, and Asian markets. Intraday updates are available and historical content is available from 2003.
Social Market Analytics, Inc. (SMA) S-Factor SentimentData Feed by Social Market Analytics, Inc.
Added to Marketplace: Mar. 26, 2020
- Leverage Social Market Analytics’ patented technology to identify and aggregate market-moving tweets. Independent research has shown that SMA’s social media-based factors are predictive at statistically significant levels and can provide alpha enhancement and risk reduction to most quantitative models.
- Incorporate SMA data into multi factor Quantitative models, Algo Execution, Market Making, Indices, Barra and VarRisk models and Research. Predictive signals range in frequency from real-time to quarterly. Data for sectors and industries is aggregated from the security level. SMA has point in time out of sample data dating back to 2011 for accurate backtests.
- Identify professional investors with SMA proprietary algorithms. SMA’s process is driven by two U.S. patents that extract, evaluate, and calculate nearly 1B textual data points per day to provide real time APIs. SMA’s financial machine learning NLP has been built over the past seven years using supervised and unsupervised training. All SMA data is out-of-sample and all changes are applied on a go forward basis.
- Feed Coverage
Exchange Entities Covered Coverage Start Date London Stock Exchange 909 2015 NASDAQ 2,733 2011 New York Stock Exchange 2,447 2011 U.S. - Other 65 2011
- Feed Details
- Social Market Analytics (SMA) S-Factor metrics provide quantitative measures of the intentions of professional investors as expressed on Twitter. SMA's metrics provide raw sentiment as well as a measure of sentiment on the security level relative to its history. Historical back-testing, independent research, and customer feedback support the fact that SMA insights are tradable and can deliver alpha. The SMA Sentiment Data Feed represents a new uncorrelated source of predictive information that can add value to predictive models.
- Firm Information
- Social Market Analytics, Inc. (SMA) was founded in early 2012 to create predictive quantitative signals from unstructured data. SMA's patented process develops proprietary metrics using a unique approach that filters social media and textual data. SMA extracts detailed information from sources around the world using algorithms that rely on machine learning and natural language processing.
- At a Glance
- Social Market Analytics (SMA) S-Factor Sentiment
- Additional Research
- Social Market Analytics & Independent Research Materials