Unstructured social content, transformed into actionable social sentiment and market indicators.
About the Dataset
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
Back-tested results demonstrate signals from the Hub outperformed their benchmarks over multi-year periods: