Introducing social sentiment as part of the inaugural, contributing factors to the Nasdaq Analytics Hub. The Analytics Hub combines third-party and Nasdaq datasets with our machine intelligence engine, creating new and unique market signals. All third-party data partners must pass a rigorous Nasdaq vetting process, including survivor-bias-free back-testing—confirming the validity and effectiveness of the data.
This dataset includes:
Daily Directional Indicators (DDIs): daily sentiment indicator to forecast market movement between open and close;
Sentiment derived in real time from full access to Twitter feeds + other social media platforms
Ticker Universe: 1,526 names including 1,515 single stock tickers from the Russell 3000 universe, and 11 exchange-traded funds (ETFs)
Historical data from 2013-onwards
DDIs are available as a select ticker group or complete universe
Daily data feed product, SFTP delivery
Additional Nasdaq machine learning, derived value-added data and analytics fields
Raw data provided by iSentium. iSentium's patented natural language technology and artificial intelligence, powered by extreme speed computing, process massive volume and delivers real-time wisdom of the crowd.
Back-tested results demonstrate signals from the Hub outperformed their benchmarks over multi-year periods: