Stress index strategy enhanced with financial news sentiment analysis for the equity markets

By Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Thomas Jacquot

Published 2024-03-12

Everscope rating

1399.7

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Hybrid Stress Index and News Sentiment Analysis. Problem types: Time Series Forecasting, Natural Language Processing, Portfolio Optimization, Risk Management.

arXiv:2404.00012 · Paper rankings

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