saraliu-stack/Truth-Social-Market-Signals

Truth Social-driven quant backtest in R testing whether posting volume, sentiment, risk, and de-escalation language predict next-day returns in GLD and SPY. Finds limited signal for gold, but stronger risk-adjusted results for equities, where several text-based strategies outperformed Buy and Hold.

语言：R · GitHub 星标：3 · Fork：0

话题：algorithmic-trading · backtesting · data-analysis · etf · finance · nlp · quantitative-finance · r

在 GitHub 上查看原仓库