Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals

The increasing availability of "big" (large volume) social media data has motivated a great deal of research in applying sentiment analysis to predict the movement of prices within financial markets. Previous work in this field investigates how the true sentiment of text (i.e. positive or negative opinions) can be used for financial predictions, based on the assumption that sentiments expressed online are representative of the true market sentiment. Here we consider the converse idea, that using...