Write a Real Time Alerts Logic Algorithm

Closed Posted Jul 23, 2015 Paid on delivery
Closed Paid on delivery

We produce real time social media sentiment by parsing Twitter messages. The sentiment is specific to the Stock Market. So we are parsing for financial sentiment, bullishness and bearishness. We monitor messages covering thousands of symbols. We want to create useful alerts for intra-day activity but we can't seem to get the signal to noise ratio down. Here is the current simple algo we use:

values = series.moving_average(3)

mean = [login to view URL]

std_dev = values.standard_deviation

distance = [login to view URL] - mean

stdev_distance = [login to view URL] / std_dev

create_alert if stdev_distance > 3

We would like a much more robust algo or algos to produce less noisy and more useful alerts.

Data Mining Data Science Financial Research Mathematics Statistics

Project ID: #8130714

About the project

6 proposals Remote project Active Oct 5, 2015

6 freelancers are bidding on average $325 for this job

Crazometer

Hello, Instead of your alogrithm alerting you after a single high sentiment tweet I could have it alert you based upon the sentiment of the last n tweets. This would still respond quickly for very high sentiment twe More

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TheAVashe

Hi, thanks for posting your problem. The first thing you could do is use some better estimate than moving average. For one reason, in stock market data, trend analysis hurts observations and moving averages is a bad id More

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coolwriter30

12+ years of experience in: investment banking, financial research and analysis, accounting. CFA and ACCA candidate. Extensive experience with VBA, Excel, Word, Access, PowerPoint. Professional expert in financial acco More

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saraca29n0v

A proposal has not yet been provided

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rpenti

I'm an expert in Python Programming. Have worked with various machine learning algorithms and created application using prediction algorithm

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