Research and analysis

Computer trading: automated analysis of news

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

• From: Government Office for Science
• Published: 8 September 2011

Documents

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

Ref: BIS/11/1227

PDF, 480 KB, 29 pages

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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