Applied Sentiment Analysis - Trading & Forecasting

Learn to develop and back-test sentiment and technical models to forecast the trend of assets with real applications.

4.55 (100 reviews)

Udemy

platform

English

language

Data & Analytics

What you will learn

Understand the COT report and its strength in predicting the market's trend.

Understand basic concepts of Descriptive Statistics and their implications in trading.

Learn how to develop and use a COT model from scratch.

Learn how to analyze markets using Technical Analysis.

Learn how to combine both types of analyses to produce robust forecasts.

Back-test step-by-step the advanced strategies presented through Python.

Learn about other sentiment indicators (ISM PMI, VIX, Put/Call ratio, etc) and back-test other strategies.

Why take this course?

It’s time Market Sentiment analysis got a proper step-by-step guide. Why stick only with Technical and Fundamental Analysis when you are trading the markets? Adding this powerful tool to your arsenal will greatly enhance your skills and undoubtedly improve your risk-adjusted returns.

Whether you are just beginning or you’re already an experimented user of market sentiment analysis wanting to discover new techniques in this exciting field, then search no more! this course is for you.

It is specifically designed to guide you from A-Z with a focus on intermediate/advanced concepts that you will find very interesting through different applications and most importantly stepping-stones upon which you can build your super model and combine it with other promising types of analyses!

The CFTC publishes a goldmine every week, which is known as the Commitments of Traders Report – COT - that gauges the pulse and the feeling of the big market participants (i.e. the market movers).

Properly understanding and analyzing this report will allow the user to forecast the trend of the chosen asset (FX, equities, commodities) for the following days, weeks, and even months.

This course is split into 4 main parts:

1. Introduction to Market Sentiment.

2. Framework and COT Data Analysis.

3. Advanced Concepts & Back-testing through Python.

4. Other Sentiment Strategies (Put-call ratio, Dark pool index, Gamma exposure index, etc).

This is an APPLIED course, meaning we will not spend too much time with the boring theoretical albeit necessary stuff. There will be occasional notes for every major section to help you refresh your knowledge as you progress in the course. I will constantly be updating the sections with new sentiment and technical methods / strategies. All of the documents and code are downloadable.

Disclaimer: We acknowledge that trading comes with risks, and therefore, we have to stress that success in this field comes with proper risk management. No model is perfect and the views expressed in this course are only based on market sentiment analysis and are for educational purposes only. Always do your homework and let no one affect your judgement unless objective data is presented.

If you have a question/complaint (or even two), you can contact me through the Q&A section.

Reviews

Luca

December 11, 2022

Hi Sofien, nice course at all! i tried to use PCR_NEW but it has a different format than PCR and it doesn't work, could you load the updated version of PCR, because i tried to modify the original to read the new format but the performance i get is completely different!!

Stephen

May 24, 2022

The instructor speaks clearly and explains new concepts in a manner that even a neophyte can comprehend. My hat goes off to You, You make a complex subject easy to understand.

Dereje

April 16, 2022

I found the Courses Central Structures, Content and Key guidelines of High Standard , Quality based and useful instructions to make my studies more efficient.

Steel

April 27, 2021

Good solid intuitions of common trading strategies with nice references to help your fellow trader tinker with the data and work out something he can use.

Alessandro

November 15, 2020

Hi I already follow you on medium.com. This course is just fantastic and really reccomanded for everyone. Just 5 stars ! I'm a trader and quant learning and this course has improved my skills with python. Perhaps we can add some indicators like max drowdown for Put/Call ratio and calculate it during the holding period. I will do on my own. I've complete myself the PCR.xls in 2020 and in march 2020 it's important to know the max drowdown for your money management as well. Thanks for all and perhaps we can work together one day.

Jose

July 26, 2020

I really liked the course, the contend was well designed and explained clearly. I encouraged to give extra details to the technical aspect, like the audio timing. However overall I must recommend this course. It worths more the price that I paid.

Atanas

December 23, 2019

CFTC Data is easy to get, but matching with Actual asset prices is painful... A bit of support for the data pre-processing could be of use.

Gursu

May 16, 2019

Apart from skipping the relevant maths in some places, practically very helpful. Maybe fundamental analysis topics could also be included since it is stressed so often. The advice on not making unpaid trading a career should be taken seriously by adventure lovers out there! Also, some charts need labels and/or explanation.

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