stocklib

Within stocklib.tcl are procedures to scrape and analyze tweets for stock data.

• Stocks are partially vetted:
  • Price Must be at least $10, but not more than $60 per share
  • Volume must average at least 250k shares per day
• Individual tweets are evaluated for context and confidence.
• Key phrases are awarded positive and negative points.
• Tweets are locally cached so twitter's limits (API calls, number of results) can be bypassed.
• stocks are ranked relative to one another via lower bound of Wilson score confidence interval (95% confidence).

Statistical analysis of 3 months of data shows that 75% of the time, an high value of 0.5% over opening price is seen. Algorithm improvements are pushing closer to 80% success.

Account for volatility and remove stocks with too low of volatility.