[jianingqi]

I think there actually is a good paper on retail traders and their influence over the market -- short term or small caps. https://faculty.haas.berkeley.edu/odean/Papers%20current%20v...

Yeah, I hope to do sth a bit different -- try to understand the retail market and info from them. Rather than straight forward as a stock price prediction, I try to build a tool to make sense on social media discussions.

Building social media predictions on stock price is more like finding an alpha factor -- which we are not very so familiar on how to deal with this part. But there might be something interesting to build a tool for people to look at which might be a factor that could have correlations, such as comparing increase in mentions or news to cross checking with prices. I now that a lot of big hedge funds are having Phd teams to working on finding alpha along with NLP, but it might be more fun to provide retail traders tools to process. For mention rate, I would actually think that it might relate to volatility. Let's have a chat if you are okay!