Proceedings of the 2019 International Conference on Pedagogy, Communication and Sociology (ICPCS 2019)

Integrating Market Sentiment with Trading Rules - Empirical Study on China Stock Market

Authors
Long Qin, Ruoen Ren
Corresponding Author
Long Qin
Available Online May 2019.
DOI
10.2991/icpcs-19.2019.79How to use a DOI?
Keywords
technical analysis, text mining, market sentiment
Abstract

The effectiveness of technical analysis in financial market has been discussed by researchers in many years. With the explosion of text data on internet, it is crucial to capture the market sentiment and integrate with market data to optimize the trading strategy. This paper reviewed the literature of technical analysis, text mining application in financial market forecasting and proposed new method to optimize the trading rule. It analyzed the investor comments on top financial websites in China and further generated market sentiment. The empirical study showed that the return of trading rules with market sentiments outperformed the traditional methods.

Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2019 International Conference on Pedagogy, Communication and Sociology (ICPCS 2019)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
May 2019
ISBN
10.2991/icpcs-19.2019.79
ISSN
2352-5398
DOI
10.2991/icpcs-19.2019.79How to use a DOI?
Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Long Qin
AU  - Ruoen Ren
PY  - 2019/05
DA  - 2019/05
TI  - Integrating Market Sentiment with Trading Rules - Empirical Study on China Stock Market
BT  - Proceedings of the 2019 International Conference on Pedagogy, Communication and Sociology (ICPCS 2019)
PB  - Atlantis Press
SP  - 358
EP  - 363
SN  - 2352-5398
UR  - https://doi.org/10.2991/icpcs-19.2019.79
DO  - 10.2991/icpcs-19.2019.79
ID  - Qin2019/05
ER  -