"Thanks for the kind words. It shouldn't be hard at all to do that. The Date is at the bottom of the matrix but adding SPX prices should be pretty straightforward."
- Eric D. Brown
"Can the model be improved? Sure. Can this list be made more / less biased? Sure. Would more accurate/timely data help? Yes. But...what does "better" really mean? Does 'better' mean a list of users with more followers who tweet a lot? Or...does 'better' mean more accurate listings of users who 'interact' and provide 'value' (of course...value is subjective as well). The real issue for me is not to build a list of recommended follows / users. The point is to understand the science behind the ideas of influence using approaches that are defensible in both the academic and practitioner worlds. Thanks for stopping by."
- Eric D. Brown
"Hi Matt - I'm working on this exact research now....you can see more info here: http://tradethesentiment.com/. My approach is using Twitter sentiment as a contrarian indicator. Your example of Cisco (up 19% while sentiment is extremely Bearish) is a good example of this approach. I use a Bayesian classifier to classify Twitter messages that mention an asset (stock, future, ETF, Index, etc). I then use these classified messages to form a ratio of bearish to bullish sentiment and looking for 'extreme' readings. Backtesting these 'extremes' show's some promising results."
- Eric D. Brown
"Hi Nicolas - Thanks for the comment. I'm a huge fan of 'simple first'...my whole life is built around the motto :) Good suggestions here. I've approached the problem in a similar manner on my re-write to help with efficiency. The real issue is just the large dataset. Multithreading provides extreme efficiency but I think there are more gains to be made. I'll be trying your suggestions to see if bring more speed. Thanks!"
- Eric D. Brown
"Excellent find C.C...thanks for sharing. I've started a collection of old cameras myself after being bitten by the photography bug a few years ago. Here's a nice capture my wife and I made of some of our favorites. The cameras aren't in as good of shape as your grandfather's are but we've come to like them as is."
- Eric D. Brown