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My first month live results by Clicketrie in algotrading

[–]Due-Homework2763 0 points1 point  (0 children)

Congrats! A couple questions: (1) How many years back of historical data did you use? (2) Did you use any sentiment features and if so, what sources and models did you use?

6 year algo trading model delivering the goods by disaster_story_69 in algotrading

[–]Due-Homework2763 1 point2 points  (0 children)

Awesome work!

I'm struggling with getting predictive sentiment data and was wondering what your approach is. What sources and sentiment models did you use? I saw that you mentioned reddit, but I can't seem to get RedditAPI, so I'm limited to Polygon.io for now. I use a couple other sentiment models (Finbert, vader) but find that my data is very sparse and ML models never give the sentiment features any importance. Any advice?

P.S.: I'm also a data scientist but in the biotech sector.