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News Sentiment Analysis (Part 2)

In the previous post, I’ve replicated Fraiberger et al (2018) for the Korean market to show that Reuter Korea related news have predictive power on the next day’s KOSPI 200...

Tags: python  nlp  keras 

News Sentiment Analysis (Part I)

There are a number of studies in the Finance literature, which point to the media as a predictive indicator of stock market movement. While the the earlier set of sentiment...

Tags: python  nlp  keras  webscraping 

Topic Relevance Among Korean Stocks

The interaction between media and stock market is a hot topic, which has received a lot of attention in the finance literature. In this post, I will utilize Latent Dirichlet...

Tags: python  nlp  lda  lasso  webscraping 

Short Term Reversal

In my first post, I’ve talked about momentum in South Korea. Following the methodology of Jegadeesh and Titman (1993), I’ve shown that decile portfolios based on 9 month past return...

Tags: r  trading_strategy  futures 

Data Server 3 (stockprice file download)

For the last part of django data server setup, I will implement a file download feature. The completed page can be previewed here. Since I’ve created a browser side (data/templates/stockprice.html)and...

Tags: python  mysql  django  html  javascript