BANK-RUN
Bank-Run evaluates the sentiment of mentions related to bank stocks across multiple social media platforms, providing insights into prevailing market sentiment and the level of public belief in potential mass deposit withdrawal.
Datasets -> Bank-Run
Introduction
In the wake of recent banking collapses and the subsequent wave of panic, ZENPULSAR has launched "Bank-Run," a groundbreaking API dataset designed to measure and predict social sentiment surrounding banking stocks. Bank-Run is equipped with innovative features like Panic Share and Panic Reach, enabling investors, analysts, and institutions to stay ahead of market turbulence.
Data Summary
Start Date: June 2002
Asset Coverage: 472 Banks
Delivery Method: API or BIGQUERY
Resolution: 15 Minutes
Source List
In the wake of recent banking collapses and the subsequent wave of panic, ZENPULSAR has launched "Bank-Run," a groundbreaking API dataset designed to measure and predict social sentiment surrounding banking stocks. Bank-Run is equipped with innovative features like Panic Share and Panic Reach, enabling investors, analysts, and institutions to stay ahead of market turbulence.
Data Summary
Start Date: June 2002
Asset Coverage: 472 Banks
Delivery Method: API or BIGQUERY
Resolution: 15 Minutes
Source List
- Ptt.cc
- Seeking Alpha
- Telegram
- Youtube
- Sina Weibo
- Guba.Eastmoney
- JRJ.com
- Yicai.com (China Business Network)
- Shanghai Securities Journal
- ETNet
- Finet HK
- Finance.sina
- Mingpao.com
Download our Bank-Run here.
Sentiment Quintile Crypto Portfolio Strategy
Strategy concept and implementation details
The core concept of this strategy is to identify an approach that could be appealing for testing by our typical clientele: medium-sized crypto funds that employ quantitative methods alongside fundamental-based strategies. Therefore, the strategy is designed to embody straightforward sentiment-based logic without being prone to over-optimization, ensuring it is accessible and executable by such clients.
This strategy capitalizes on the sentiment ratio (bullish vs. bearish) of various crypto assets. It involves ranking the average sentiment over the four hours preceding portfolio rebalancing. Assets in the top quintile are allocated long positions, while those in the bottom quintile are assigned short positions. Within each quintile, position sizes are distributed equally. Portfolio rebalancing occurs every 8 hours.
The assets involved in this strategy include 15 of the most liquid and popular coins:
'ADAUSDT', 'ALGOUSDT', 'BNBUSDT', 'BTCUSDT', 'DOGEUSDT', 'DOTUSDT', 'EOSUSDT', 'ETHUSDT', 'LINKUSDT', 'LTCUSDT', 'MINAUSDT', 'SOLUSDT', 'THETAUSDT', 'XLMUSDT', 'XRPUSDT'.
Regarding commissions, the strategy adheres to the standard trading fees on Binance for spot trading, which is typically 0.1%. However, by utilizing BNB to cover trading fees, users benefit from a 25% discount, reducing the trading fee to 0.075% per transaction.
The portfolio is initialized with a size of $1,000,000 USD. The trading period extends from January 1, 2021, to January 1, 2024, utilizing hourly market data from Binance. The strategy was modeled and backtested locally using the Lean framework by QuantConnect.
Strategy concept and implementation details
The core concept of this strategy is to identify an approach that could be appealing for testing by our typical clientele: medium-sized crypto funds that employ quantitative methods alongside fundamental-based strategies. Therefore, the strategy is designed to embody straightforward sentiment-based logic without being prone to over-optimization, ensuring it is accessible and executable by such clients.
This strategy capitalizes on the sentiment ratio (bullish vs. bearish) of various crypto assets. It involves ranking the average sentiment over the four hours preceding portfolio rebalancing. Assets in the top quintile are allocated long positions, while those in the bottom quintile are assigned short positions. Within each quintile, position sizes are distributed equally. Portfolio rebalancing occurs every 8 hours.
The assets involved in this strategy include 15 of the most liquid and popular coins:
'ADAUSDT', 'ALGOUSDT', 'BNBUSDT', 'BTCUSDT', 'DOGEUSDT', 'DOTUSDT', 'EOSUSDT', 'ETHUSDT', 'LINKUSDT', 'LTCUSDT', 'MINAUSDT', 'SOLUSDT', 'THETAUSDT', 'XLMUSDT', 'XRPUSDT'.
Regarding commissions, the strategy adheres to the standard trading fees on Binance for spot trading, which is typically 0.1%. However, by utilizing BNB to cover trading fees, users benefit from a 25% discount, reducing the trading fee to 0.075% per transaction.
The portfolio is initialized with a size of $1,000,000 USD. The trading period extends from January 1, 2021, to January 1, 2024, utilizing hourly market data from Binance. The strategy was modeled and backtested locally using the Lean framework by QuantConnect.
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