Analysis of Twitter Feeds for the Prediction of Stock Market Movement

In this paper, we investigate the relationship between Twitter feed content and stock market movement. Specifically, we wish to see if, and how well, sentiment information extracted from these feeds can be used to predict future shifts in prices. To answer this question, we construct a model, estimate its accuracy, and put it to the test on real market data using a mock portfolio. Our results indicate that the model is successful in generating additional profit.