Project for financial econometrics course FIN-407
Link for overleaf repo: https://www.overleaf.com/project/626f06d89e22a54380d4805e
Sentiment analysis of Tesla-related tweets and predictive power on returns.
Research question: Can one elaborate a trading strategy based on Tesla-related tweets?
Data extraction and cleaning:
- Extract tweets from accounts of Elon Musk and Tesla.
- Extract Tesla returns
- Data analysis and summary statistics
Model choice:
- Review of literature
- Analysis of strengths and weakness of different methods (bag of words, …)
- Selection of methods (at least one simple and one more sophisticated one)
Implementation:
- Data preprocessing
- Implementation of chosen model(s)
- Analysis of results
- Critical analysis of results