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The Comparison of Sentiment Analysis with Standard Indicators (MA, MACD, RSI, OBV) in Terms of Stock Index Forecasting

Student: Stefan Hanssen

Supervisor: Ivan Stankevich

Faculty: HSE Banking Institute

Educational Programme: Financial Analyst (Master)

Year of Graduation: 2019

This research focus on the comparison between the sentiment analysis produced by an algorithm created for the research based on social media Twitter that analyse the tweets of 10 different influential people and, the 4 most used financial instruments (MA, MACD, OBV and RSI). The research were based from 3rd December 2018 to 1st March 2019 (89) days. The results conclude that the best indicator was the moderate Spearman correlation from the sentiment analysis of Hillary Clinton tweets applied on the Dow Jones Industrial Average with a time delay of 1 day.

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