Social Media Index

Our algorithms continuously scour social media for mentions of financial instruments. AbleMarkets’ ongoing monitoring of social media provides investors, researchers and analysts with an efficient tool to maintain an awareness of what other parties are discussing across thousands of stocks, bonds, commodities, foreign exchange and derivatives. This unique surveillance product has the ability to track mentions of terms that are important to you.

Be the first to know something has fundamentally changed

Social media IS the new TV. Watch and hear it here first, across millions of channels.

Spikes in mentions are predictive of short-term returns and volatility.

For detailed case studies, research and analysis, please refer to  Real-Time Risk by Aldridge and Krawciw (Wiley 2017).


“Real-Time Risk” by I. Aldridge and S. Krawciw

Wouldn’t viewing aggregate institutional flow benefit your market actions?

Multiple Asset Classes

Uncorrelated Data

5+ Years Data History

$200B+ Volume Traded with AbleMarkets Indices

How to Deploy Social Media Index?

Our hourly estimates of social media activity are immediately accessible:

  1. Sign the agreement.
  2. Receive aggregated structured hourly data in your preferred format
  3. Adjust your investing decisions with the social media activity.

Features and Benefits

Statistical Arbitrage

Use the Social Media Index as a factor for statistical arbitrage. Studies show that investors talk about stocks when fundamentals change. Use this insight as a factor in your models.

 

 

Stay Tuned to Imminent Volatility

If being on top of any development for any financial instrument is important to you then monitoring social media is a must. Monitor the Index around news announcements to gauge investor reaction.

Custom Research

Wouldn’t it great to be able to listen to the investment community for topics that matter to you? By using this Index for a group of terms that you choose, you will have a unique view into social media conversations that matter to your investment style.

How Do AbleMarkets Clients Use Social Media Index?

  • Empower researchers following companies and other financial instruments.
  • Systematic trading.

Alerts anticipate imminent volatility.

Intraday, 1 Index
$100 per instrument name per month
Real-time and near-real-time updates throughout each trading day
Reported intraday from 8:30 AM ET to 4:00 PM ET
Alerts for immediately-actionable activity
Receive data on-screen, via FTP or HTML 5
Daily, 1 Index
$35 per instrument name per month
Summaries and details of daily activity for the previous trading day
Reported immediately after market close
Timely for next day’s portfolio reallocation
Receive data on-screen, via FTP or HTML 5
Monthly, 1 Index
$10 per instrument name per month
Summaries and details of monthly activity for the previous month
Reported before the first trading day of each month
Risk factors for portfolio and risk management
Receive data on-screen, via FTP or HTML 5

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Outperform in 3 Easy Steps

Our factor-based research is easy to deploy and requires zero maintenance:
1.Sign the agreement
2.Receive intraday factors in your preferred format
3.Use the factors to recalibrate your algorithms to generate extra profitability.