Hello Quantopian community,
we are a team of student researchers from the Netherlands and we love the community insights at Quantopian!
We are currently researching the relationship between investor sentiment and stock returns. The main goal of our research is to explore the relationship between more contemporary investor sentiment measures (StockTwits sentiment and PsychSignal) and stock returns of stocks in S&P 500, NASDAQ, NYSE.
Since Quantopian provides data in the research notebook environment, we would like to ask, whether there is a possibility to run a regression between the investor sentiment and stock returns and what are the best practices.
Question: does quantopian provide historical (daily, weekly, monthly) stock returns data that we can import to the research environment?
We assume we will do the regression in the following way:
1. import investor sentiment data (filtered)
2. import stock returns data (filtered)
3. write python to make a regression
Is there any better way to do this?
Looking forward to your answer and thank you in advance :)
Greetings from the Netherlands!
