CBOE, SMA Launch Social Media Sentiment Indexes
CBOE will calculate a series of social media sentiment-based indexes based on SMA's sentiment data.
The CBOE-SMA Large Cap (SMLC) Index is the first of a series of sentiment- based strategy benchmark indexes that measure short-term market momentum based on SMA's social media metrics, and is designed to track the performance of a hypothetical strategy that on a daily basis buys an equally weighted portfolio of 25 stocks with high SMA S-Scores, which are extracted from Twitter traffic by SMA's algorithms and reflect investors sentiment about stocks.
CBOE calculates the every business day at 3pm
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