I have created an algorithm to deduce topics and sentiment from financial headlines. Ive graphed the top 5 most feared topics over time vs VIX for the past month, which gives some interesting results.

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by atc2017

So some weeks past Ive shared some result of the algo I developed for detecting fear in financial markets. Some request were made to show this over time, so I turned the data in to a stacked plot showing fear intensity along with the topic over time and plotted it versus the VIX. Personally (yeah im biased;)) I think the results are interesting enough to keep tracking over time, curious as to if I am the only one. Plot can be found on page below. Enlarge the plot to see the topics (which are shown inside the stacks).

 

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