Predicting A-shares prices using weibo data
A-share is one of the most irrational market, with “dare-to-die buyers” and low quantitative trading rate (<10% I remember, compared to >40% in the US). Social media data could be a good source to predict the "mispricing" of public traders. Many influencers post their thoughts and strategies on Weibo everyday, which makes it a potential data source to predict stock price fluctuation.
Ashare: request A-share daily data.
weibo-scraper: scrapping historical and today's Weibo data.
