Algoritmisk aktiehandel med marknadsanalys via Reddit och Yahoo Finance
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Typ
Examensarbete på kandidatnivå
Program
Publicerad
2021
Författare
Enberg, Emanuel
Hagvall, Anton
Sköld, William
Söderholm, Adam
Zandhoff Westerlund, Viking
Öqvist, William
Modellbyggare
Tidskriftstitel
ISSN
Volymtitel
Utgivare
Sammanfattning
Algorithmic trading is becoming increasingly common in today’s digital society.
We aim to investigate if algorithmic trading in combination with web scraping can
yield a higher return than the market index, Dow Jones Industrial Average (DJIA).
We have researched various inter- and intraday investment strategies, as well as
analyzed the correlation between sentiment in Reddit comments on the one hand
and news articles on the other hand, and stock prices. Here, we show that interday
trading using the filter rule strategy performed better than DJIA, but also that no
correlation was observed when sentiment analysis was performed on a small dataset
utilizing our methods.
Beskrivning
Ämne/nyckelord
investment , algorithmic trading , scraping , sentiment analysis , djia , reddit , yahoo