From a Pending Patent
 

1. Simple Real-time Sentiment Assessment on Tweets

What is your twitter username?

2. News Sentiment (Tweets Analytics) and Market Sentiment (VIX)
Visualization Prototype; Data Model; Causal Modeling (SEM)
 

3. Sentiment Asset Pricing

Sentiment Asset Pricing Engine (SAPE) aggregates investors' real-time confidence on individual stocks' future prospects to estimate their future returns. Sentiment analysis and SAPE are proposed in Dr. Ye's 2011 book entitled "High-Frequency Trading Models" by John Wiley & Sons, Inc. (click here for details). Since then, about 30% hedge funds in Wall Street are employing some forms of sentiment analysis in trading and investing models and decisions according to a recent survey.

SAPE estimates the future returns of S&P500 tickers. TopTickEngine ranks the future returns of the 500 tickers and construct Top20 or Bottom20 funds in real-time for pure arbitrage strategies. Both SAPE and TopTickEngine are the back-end algos of the AlgoPortal software that conducts real-time significance testing on the performances of the portfolios.
 

4. Sentiment Investing Community
Battle of the Quants NYC 2012 Agenda; Battle of the Quants; Next Big Thing?
 
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