Research at the intersection of AI, sentiment analysis, quantitative trading and cryptocurrencies.

May 10, 2019

Is the crypto bear market over? The sentiment perspective

Abstract Sentiment of crypto social media lead and accompanied the hyperbolic price run in 2017 Crypto sentiments are likely to have not been calm enough to repeat a 2017 scenario...
May 07, 2019

The Augmento Sentiment Polarity Indicator for Cryptocurrencies

Abstract We show that building synthetic indicators based on opposing sentiments can have predictive capabilities in cryptocurrency markets  We create indicators based on three pairs of opposing sentiments: Positive/Negative, Bullish/Bearish...
Literature review
May 07, 2019

Literature review: Risks and Returns of Cryptocurrency by Liu and Tsyvinski (2018)

Link to paper Summarized findings The researchers analyzed the relationship between cryptocurrencies and stocks, commodities, currencies, macro factors and sentiment. Next to momentum sentiment is the most promising factor with...
May 02, 2019

Perils of crypto sentiment seasonality

Abstract Based on 29 months worth of data we analyzed on which weekdays Twitter users express more positive or negative sentiments regarding Bitcoin  Simplistic seasonality analysis of sentiment in Bitcoin...