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.
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. … Read more