TextForecast - Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary
Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) <doi:10.2139/ssrn.3312483>. It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.
Last updated 5 years ago
5.18 score 15 stars 20 scripts 209 downloadsTwitterAutomatedTrading - Automated Trading Using Tweets
Provides an integration to the 'metatrader 5'. The functionalities carry out automated trading using sentiment indexes computed from 'twitter' and/or 'stockwits'. The sentiment indexes are based on the ph.d. dissertation "Essays on Economic Forecasting Models" (Godeiro,2018) <https://repositorio.ufpb.br/jspui/handle/123456789/15198> The integration between the 'R' and the 'metatrader 5' allows sending buy/sell orders to the brokerage.
Last updated 2 years ago
4.54 score 7 stars 4 scripts 190 downloads