Cross Correlation Analysis of Sentiment from Posts and Comments in the subreddit r/wallstreetbets and GME and AMC stocks in 2021
This project is devoted to the Cross Correlation & Linear correlation analysis of Sentiment from Posts and Comments in the subreddit r/wallstreetbets and GME and AMC stocks in 2021. The main assumtions were:
1) if the number of posts is correlated with the stock volatility
2) if the number of comments is correlated with the traded volumes