Market sentiment quantification analysis datasets are now updated daily with a collection system I call SAP, at sap.silogroup.org.
It updates daily after the trading day closes. I did a “priming” run of 150 days to kickstart the dataset and it collected over 70,000+ sentiments, already quantified by the vendor’s excellent process, and stores them after deduplication when it runs in a format ready for building weights with against ranked forecasts when I get to that part of the rebuild.
The data aspect isn’t quite yet complete before I can move to forecasting. I still need, as previously mentioned, to bring in expectations data and that’s going to require some exploration to design and build.
Just another head of the vicious beast being slain, here. I’m excited to see the results of this rebuild.