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Sentiment Analysis Project on Quebec Political Scene

Along with my collaborator Olivier Beauchesne, who blogs at olihb.com, I released a twitter sentiment analysis project on tweets related to the Quebec upcoming elections. The project is available in french at www.indicequebec.com. It features: -sentiment (positive vs negative) analysis on tweets for the last hour / day / week / month -trending topics, tweets, [...]

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Varying Window Length for Linear Models on Stocks

In a previous post, we discussed ideas generated by a Timely Portfolio post about Linear Models on Stock. I wanted to see if there was a relationship between the window length of the running mean of the linear regression slope estimate and the running mean of the correlation between fitted and observed values. The parameters [...]