The Put Call Ratio Trading Strategy.

Creating a Strategy on the S&P500 Using the Put-Call Ratio in Python.

Sentiment Analysis is a vast and promising field in data analytics and trading. It is a rapidly rising type of analysis that uses the current pulse and market feeling to detect what participants intend to do or what positions they are holding.

Imagine you are planning to go see a movie and you want to anticipate whether this movie will be good or not, therefore, you ask many of your friends — whom have already seen the movie — about their opinions. Assuming 75% said the movie was good, you will have a certain confidence level that you will like it because the sentiment around this movie was mostly good (ignoring tastes and preferences). The same analogy can be applied to the financial markets through many ways either quantitative or qualitative.

I have just released a new book after the success of the previous book. It features advanced trend following indicators and strategies with a GitHub page dedicated to the continuously updated code. Also, this book features the original colors after having optimized for printing costs. If you feel that this interests you, feel free to visit the below Amazon link, or if you prefer to buy the PDF version, you could contact me on LinkedIn.