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View Igor Gonta's Comments
Sentiment In Social Media Chatter On VXX An Early Indicator Of SPY Direction?
Thank you all for your comments. The graphs should be interpreted the following way. The top graph is the graph of sentiment and the bottom graph is the graph of price. We plot the moving average of the Z-Score of sentiment which is a de-meaned version of the sentiment signal. Sentiment values above 0 are considered bullish and sentiment values below zero are considered bearish. When the moving average of sentiment (considered a trend) crosses the zero mark, it can be thought of as a shift or "change" in direction of the sentiment in the market. I hope this explanation helps.
Feb 9, 2014. 12:58 PM
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