For the purpose of this challenge we have been exploring the correlation between news articles and prices.
We have used Decision Forest Regression and Linear Regression to create a model comparison between sentiment and count based models.
- Comparing news sentiment and stock price (all - microsoft).ipynb - Correlates the sentiment of news with stock prices for Microsoft
- Events and stock price correlation.ipynb - Correlates Microsofts' events and their closest stock prices changes
- Microsoft Enquity.ipynb - Allows to look into the formatting of the enquities data set
- the main data set we had used was provided by Bloomberg and it contained equities, indexes, etc.
- https://github.com/philipperemy/financial-news-dataset