emmajuettner / richter2017

A research project conducted over the course of a month during summer 2017, to analyze news sentiment data from Ravenpack in relation to stock prices.

README

This is the source code from a project conducted over the course of a month in summer of 2017 as part of Lake Forest College's summer Richter Scholar research program. I worked with Professor Muris Hadzic (Economics/Business/Finance department) to use Python to analyze a Ravenpack dataset of news sentiment scores in conjunction with stock price data. The purpose of the project was to determine the impact on stock prices of positive or negative news stories about a company or other entity. We then developed an investment strategy that used news sentiment scores to predict which stocks to buy and sell.

Some of our findings from the project are shown in the Powerpoint included in this repository.