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Custom sentiment analysis is hard, but neural network libraries like Keras with built-in LSTM (long, short term memory) functionality have made it feasible. Step into the Data Science Lab with Dr.
Planet Money tries to make a program that reads Donald Trump's tweets and then trades stocks. The first step is training the program to interpret the tweets using something called sentiment analysis.
S&P Dow Jones Indices is launching the S&P 500 Twitter Sentiment Index, which aims to use the Twitter API to track S&P 500 components that are trending in sentiment.
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