RESEARCH:
Regression Based Alpha Strategies Using Sentiment

This research paper shows how a news sentiment strategy:

  • Generated 13% Alpha annually
  • Delivered a long/short return of 26% per year
  • Can help limit drawdowns and outperform in volatile and negative markets

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Profit from leading news sentiment* News sentiment derived from Dow Jones Newswires (https://www.dowjones.com/professional/newswires/)

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