Blog: Benchmarking Market Sentiment Classifiers

[haxorroyale]

I'm a math oriented guy, and have been developing my own trading algorithms. I didn't know a lot about algorithmic trading and finance when I started, so I derived my own stuff instead of using other people's. Here is the post.

I would love to have feedback from the experienced quants in this forum. Although there is a lot of formal notation, the stuff I derived are very new and can contain errors.