Quant Funds Get Sentimental About Big Data

Quant Funds Get Sentimental About Big Data

Following is the link to FlexTrade’s latest blog post by Ivy Schmerken titled, “Quant Funds Get Sentimental About Big Data."

From the article:

Big Data Fed by Social Media

Social media is creating a torrent of data every minute.  But how much of this firehose is relevant to making better investment decisions?

As hedge funds and asset managers eye an explosion in unstructured data from Twitter, Google searches, and other social content, many are subscribing to feeds that mine this data to detect events.

Wall Street’s appetite for filtering and analyzing this social data has grown since it could be crucial to predicting the movement of stocks, currencies and derivatives.  The trend is fueled by not only the surge in social media, blogs and corporate filings, but the plummeting cost of computer servers and storage, making it possible to run analytics on the cloud.

Read More

要查看或添加评论,请登录

James Tolve的更多文章

社区洞察

其他会员也浏览了