Twitter Sentiment and the Market

The stock market is complex, and influenced by a mixture of machines, amateur traders, professional traders, executives, and the government. By analyzing the market with a variety of methods, it is hoped to find a model that can give some information regarding its trends. First by using an ARIMA model to search for any overarching trends, and then by using Twitter to learn the sentiment of people regarding the market, it is hoped to see what influence sentiment has upon the percent change in the market on a given day. As expected, the market, people, and human language processing are quite complex, especially for a computer. Much more work and refinement will be required to discover true trends.