Announcement: Sentiment dashboard for discretionary traders
Since we published research on how to develop sentiment strategies for Bitcoin, many of our partners asked whether we had a dashboard for discretionary trading. That is why we are...
Backtesting a Sentiment Analysis Strategy for Bitcoin – Part 2
Abstract Optimizing parameters from our previous strategy improved the simulated return and drawdown Adding trading fees made the strategy more realistic while finding optimal sentiment combinations and window sizes increased...
Traces of manipulation: How the mind of the market predicts Tether and vice versa
Abstract Tether's sentiment shows forward correlations with Tether market cap and price Sentiment could be manipulated and/or exploited by insiders for creating arbitrage opportunities with Tether (USDT) If Tether market...
Backtesting a Sentiment Analysis Strategy for Bitcoin – Part 1
Abstract A daily long/short strategy based on Augmento sentiments and backtested on Bitmex XBTUSD generated a positive return between 2017 and 2019 The signal which generated positive returns in a...
Indicators based on sentiment analysis reveal all-time highs of Bitcoin FOMO
Abstract FOMO sentiment towards Bitcoin (BTC) recently reached all-time highs on Twitter and Bitcointalk but not on Reddit FOMO sentiment on Bitcointalk showed extraordinary price leading characteristics in recent months...
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...
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: 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...
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...
We use cookies to ensure that we give you the best experience on our website. If you continue to use this site we will assume that you are happy with it.Ok