billpwchan/DeepTrust
DeepTrust: A Reliable Financial Knowledge Retrieval Framework For Explaining Extreme Pricing Anomalies
This tool helps financial data analysts and traders understand why extreme pricing anomalies occur. It takes in financial market data from Refinitiv Eikon and a stream of Twitter data, then identifies significant price movements. It filters the Twitter information to provide only highly reliable explanations for these anomalies, helping you make sense of market events.
No commits in the last 6 months.
Use this if you need to quickly and reliably identify trustworthy social media insights to explain sudden, unusual movements in stock prices.
Not ideal if you primarily need general market sentiment analysis or are looking to track everyday stock performance without a focus on extreme anomalies.
Stars
21
Forks
3
Language
Python
License
MIT
Category
Last pushed
Mar 04, 2023
Commits (30d)
0
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