Improving Price Momentum via News-Driven Returns Decomposition
In this post we summarize how intraday price momentum signal can be improved by utilizing granular low latency event news & sentiment feed
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Earnings sentiment as an alternative to sell-side revisions
In this post we present results of a research paper which shows that using Earnings Sentiment is a better predictor of monthly returns...
Sentiment Overlay to Avoid Value Traps
How overlaying sentiment to a fundamental valuation model, which identifies undervalued U.S. large-caps, can improve overall returns
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