wsb-sentiment-analysis

Stock Sentiment Analysis on r/Wallstreetbets using NLTK Vader

The goal is to use sentiment on reddit to determine if it can be used to predict stock price movements

Data

Reddit API text from subreddits:

• r/wallstreetbets
• r/stocks
• r/investing
• r/stockmarket

Input Variables

1. Sentiment
   • Bullish, Bearish, Total_compound (weighted average)
2. Financial
   • Company performace (net profit margin, debt-to-equity)

Target Variable

1. 1-day price direction
2. 2-day price direction
3. 5-day price direction

Files

• main.py --> sentiment score program
• update-financials.py --> ticker price and fundamental information program
• stocks_to_trade.py --> establishes stock universe
• sentiment_viz.py --> plots top 5 mentioned stocks and their average sentiment scores

'data' folder

• df.csv --> splace-holder for the day's sentiment score data
• price_data.pickle --> another stepping stone to arrive to our final dataset
• final_dataset.pickle --> cleaned and processed data, ready for modeling
• historic_sentiment_analysis.csv --> raw data, includes both sentiment scores and historic price data
• setup.sql --> database setup
• tickers.csv --> enormous list of stocks

'model' folder

• model.ipynb --> The modeling process in full detail
• model_interpretation.ipynb --> Understanding the model and it's predictors