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News sentiment data for commodities
Da Wei
posted

Hi there, we are a start-up who quantify mainstream news sentiment for trading purpose. The first batch of the coverage is Gold, Oil, Natural Gas, Silver.

If you are interested in taking sentiment data into your algorithms, please register and take a look at the real-time chart on http://dev.glaucusis.com/english/

Register with your email address (sorry the verification email may go to the spam mailbox), under the products -> commodities, 4 instruments are ready. The default chart is daily price/sentiment, different intervals from 10 minute to 1 week are available.

We can provide API or CSV file for testing purpose.

Hope you will like it 

Regards,
Glaucusis Solutions

2 responses
Jamie Lunn

Can you tell us your sentiment accuracy percentage?

Da Wei

The way to measure the accuracy is to compare if adding sentiment into the algorithm can improve the performance. If you login and see the chart, the sentiment and price movements are correlated, and sometimes sentiment move in advance of price. We tested a couple of basic strategies that taking sentiment in as a signal, the return is pretty good. We need much more comprehensive testing. Also, there are plenty of things we can do to improve the sentiment chart, we need a bit more confidence to invest further.

What we are specialized is to generate sentiment, not back testing. So we encourage people to test. This will help us to improve the sentiment processing.

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