Published research:

Twitter Volume Spikes: Analysis and Application in Stock Trading

In this paper, we investigate Twitter volume spikes related to S&P 500 stocks, and whether they are useful for stock trading. Through correlation analysis, we explore whether Twitter spikes are surprises to market participants and if Twitter volume spikes can assist stock trading to provide a substantial profit.
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Twitter Volume Spikes and Stock Options Pricing

We propose a put spread selling strategy for stock options trading. Realistic simulation of a portfolio using one year stock market data demonstrates that, even in a conservative setting, this strategy achieves a 34.3% gain when taking account of commissions and ask-bid spread, while the S&P500 only increases 12.8% in the same period.
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