Therese Simberg
Director, Innovation and Strategy, S&P Dow Jones Indices
Does the Wisdom of the Crowd Hold for the S&P 500 Twitter Sentiment Indices?
As financial conditions have tightened materially since the start of the year and pressure is mounting on the U.S. equity market, it is worth circling back to see how the “wisdom of the crowd” has held up. Specifically, does a sentiment indicator derived from Tweets on Twitter hold as an informative investable factor? It’s been…
Introducing the S&P 500 Twitter Sentiment Index Series
We are excited to introduce a new index series utilizing sentiment—the S&P 500® Twitter Sentiment Index Series, which adds another dimension to the way we measure broad U.S. equities. Over the past few years, social media has evolved to encompass commentary about stocks and financial markets. As the technology has improved, these views are now…