Research and analysis

Computer trading: automated analysis of news

Report looking at the use of automated analysis of news to calculate market sentiment.

Documents

Automated analysis of news to compute market sentiment: its impact on liquidity and trading (DR8)

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Details

This report investigates the impact of automated analysis of news on market liquidity and trading.

This review was commissioned as part of the Foresight project on the future of computer trading.

Published 8 September 2011