/twitter

twitter data challenge

Primary LanguageJupyter NotebookMIT LicenseMIT

Twitter & share prices

Impact of CEO Tweets on stock prices using Sentiment Analysis

Amalia Temneanu, Dae-Jin Rhee, Marcela Ulloa, Nicolas Bidaux


About The Project

This project was a data challenge for the third week of the Data Science Bootcamp at SIT Academy.

Motivation

Is there a basis for the so-called “Elon Effect”?

Taking some famous tweets from ELon Musk and Jack Dorsey and the Stock Price change for Tesla and Twitter as example, the group proposed this question.

https://twitter.com/jack/status/1465347002426867720?s=20 (TWTR Stock Price -4%)

https://twitter.com/elonmusk/status/1451015695106560000?s=20 (TSLA Stock Price +5%)

https://twitter.com/elonmusk/status/1457064697782489088?s=20 (TSLA Stock Price -5%)

Methodology Used

  1. Twitter API: Fetching Tweets of company CEOs using Twython.
  2. Stock prices of publicly listed companies related to the CEOs (Source: Yahoo finance)
  3. Data cleaning
  4. TextBlob or VADER for Sentiment Analysis
  5. WordCloud
  6. Statistical analysis:
    • T-test
    • Correlation matrix: using Pearson correlation coefficient and Spearman correlation coefficient
    • Simple Linear Regression model
    • Multiple linear regression model

Preliminary Finds

No correlation found when analysing CEO’s Twitter accounts and their companies’ stock prices evolution.

There is a higher correlation for tweets from Makert influencers in different sectors (commodities, real-estate, etc.).

Next Steps

Perform statistical analysis a larger amount of data from Market Influencers.

Contact

References

https://betterprogramming.pub/detecting-sentiment-from-elon-musks-tweets-using-python-ec7820469ac0 https://towardsdatascience.com/can-we-beat-the-stock-market-using-twitter-ef8465fd12e2 https://towardsdatascience.com/fine-grained-sentiment-analysis-in-python-part-1-2697bb111ed4