Overview
Leverage Context Analytics’ (CA) patented technology to expand and enhance accuracy of your stock selection. Integrate CA's S-Factor metrics to form short- and long-term quantitative strategies to increase returns and reduce risk. S-Factor metrics are uncorrelated to traditional financial factors. Independent research confirms S-Factors are predictive at statistically significant levels. S-Factors can identify unusual spikes in Twitter activity to help pinpoint unexpected events.
Twitter is the main source for breaking news. Context Analytics (CA) derives actionable financial intelligence from Twitter and distributes it in the form of S-Factors. Tweets from politicians, corporate executives, celebrities, and other influencers have repeatedly disrupted markets and stock prices. Aggregating intentions from the most significant Twitter accounts has proven to be predictive of future security price movement through internal and external research.
Context Analytics (CA) delivers breadth, depth, consistency and predictive power. CA’s breadth consists of ~6,000 Global Equities, 100+ Commodities, ~50 Currency Pairs, ~2,250 ETFs, ~750 Cryptos and 150 Private Companies. Our depth comprises of 10+ years of out of sample history. Our consistency encompasses over a decade of commitment to our customers to provide quality data and improving technology. Our predictive power has been proven through many internal and external research papers.
Data Feed Details
Context Analytics (CA) S-Factor metrics provide quantitative measures of professional investors’ intentions as expressed on Twitter. As an official partner of Twitter, CA scans the full Twitter firehose and uses proprietary sentiment, account filtering, source rating, and topic modeling to calculate sentiment, volume and buzz of equites, commodities, currencies, ETFs, cryptos, and private companies.
CA provides 10+ years of out of sample data. Historic backtesting, independent research, and customer feedback support the fact that CA insights are tradable and deliver alpha. The CA S-Factor Feed represents a new uncorrelated source of predictive information that adds value to financial models.
Firm Information
Context Analytics is a Leader in Unstructured Financial Data. Context Analytics, formerly known as Social Market Analytics, has expanded its depth of data to include all textual data.
CA has been in data warehousing and normalization of unstructured data since 2012. We source, clean, structure, and analyze textual data for investable insights and business intelligence. CA data is used in Systemic Trading, Indices, Algo Execution, Market Making, Risk, Research, and Credit.
