Sentiment Analysis of Public StockHolders

Data

• dfXXXX.npy: Dataframe of scraped posts with identifier, content, and metadata.
• fDataInterXXXX.pkl: Dict of scraped interday financial data with identifiers.
• fDataIntraXXXX.pkl: Dict of scraped intraday financial data with identifiers.

Not in Repository:

• saps.json: Heirarchal culmination of all npy and pkl files. https://www.kaggle.com/justinmiller/reddit-pennystock-data

Processes

extraction.py

• Class to scrape data from multiple subreddits.
• Extracts post data and metadata from Reddit's PushShift API
• Uses Yahoo Finance API to extract relevant financial data
• Extracts matching dicts of intraday and interday profits

jsonHandler.py

• Converts data created from extraction class into usable json

modeling.py

• Explores possible modeling methods to create trading policies.

simulation.py

• Real time validation of trades by simulating policies
• Utilizes RobinHood API to get theoretical profits

Limitations

• Trading Fees and Volume Limitations
• Dependency on volatile market behavior (COVID-19)

Proof of Concept: Simulating profits from manual feature extraction.