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What is the news information that MAiMATE uses – Beginner’s Guide –

Hello, I am Sameo.

In this article, I would like to touch on the news information that AI agents utilize.

Thomson Reuters Market Sentiment Index

MAiMATE uses the Thomson Reuters Market Sentiment Index as its news source. Refinitive’s predecessor was the Financial Risk division of Thomson Reuters, which we consider to be one of the world’s most trusted sources of information. And their explanation of the Thomson Reuters Market Sentiment Index (“TRMI information”) can be found at the following link.
THOMSON REUTERS MARKETPSYCH INDICES(External website)

Sources of TRMI information

TRMI Information is an information service that aggregates and indexes various types of news. The information required for indexing includes the following.

40,000: Major global news sources
7,000: Blogs, stock message boards, social media sites
1998-present: feed serving period, historical archive storage period

https://www.marketpsych.com/(external website)

The AI developer said that the president, Richard, is tall and very kind, and he advised him on the proper use of TRMI information. He also replies to emails very quickly.

“scored” and provided “every minute”.

News information is “scored” and the information is provided “every minute”. Here is a brief explanation of how the scoring is done and how it works.

The direction of the information: “Is it positive or negative?
The degree of information overload, i.e., “How many sources did you get the information from?
The more sources of information you get, the higher your score.

Unfortunately, we are not able to provide this information because redistribution of TRMI information is prohibited.

If you are interested.

This book can be called a manual for TRMI Information Service.

Translating TRMI information into a trading methodology

As you can see from the previous explanations, TRMI information provides only information scores. As you can see from the previous explanations, TRMI information only provides the score of the information, so it does not provide information such as “buy if the price is 100, sell if the price is 100”. MAiMATE examines this information carefully, and after determining the best way to use it, we incorporate it into the AI learning process and convert it into trading methods. The details are a trade secret and cannot be disclosed. TRMI is an information source and it depends on how you use it.

The best way to learn about TRMI information is to look at specific data and try to understand “I see”, but keep in mind that this is only one example.

MAiMATE News Information

MAiMATE’s news information is based on our own scrutiny and improvement of TRMI information, and is available in the following four types.

Market Conditions

Information related to current market conditions such as oversold and overbought

Market Analyst’s Market Forecast

The analyst’s market forecast consists of whether to buy or sell.

Emotional Expressions on the Internet

Collect emotional expressions including screaming on the Internet.

External factors such as regulations

Although news frequency is low, it aggregates information on external factors that affect foreign exchange, such as interest rates and regulations.

Movement of each information before policy interest rate cut

Let’s check out the price history of USDJPY before and after the FRB’s announcement of a 0.25% policy interest rate cut at 3am on September 19, 2019, as well as various MAiMATE news information about US, USD.

After the announcement of the FRB’s policy interest rate, the price of USDJPY rose once and then fell.

There are signs of a market situation.

Before the announcement, we can see two strong movements in the negative direction. If there is nothing in particular, the movement is usually very small, but it seems to have been characteristic for the FRB’s policy interest rate announcement at 3:00, and we can expect it to be useful to some extent as information for capturing market events. It is up to the AI agent to decide how to utilize this information or not.

The orange vertical line is the time frame in which the MAiMATE signal was sent. If there is a premonition before this, it can be incorporated into the signal decision.

Analyst market forecasts that have moved back and forth

It is difficult to grasp the characteristics of the market visually, but we can see that the price once moved downward to the left of the orange vertical line (among the information available at the time of signal transmission), but then moved upward. Therefore, market analysts’ predictions seemed to be shifting in the direction of the FRB policy interest rate announcement at 3:00.

There seemed to be a movement, but it was more of a big upward movement before and after the signal delivery than a preliminary sign.

Emotional Expressions on the Internet in Constant Motion

Visually, it looks almost like noise and it is very difficult to find some kind of interpretation, but it seems to be useful information for AI agents, and the performance of AI agents using “emotional expressions on the Internet” is not bad. Rather than specifically capturing market events, “emotional expressions on the Internet” seem to work well on a regular basis, so it seems that emotions about market events are naturally captured. This is very interesting.

Since AI agents have advanced analytical capabilities, they should be able to discover changes and interpretations of information that are difficult for humans to find.

There is advance warning of external factors such as regulations.

Although the frequency of news is low, we can see two strong reactions before and after the FRB policy interest rate announcement at 3:00 a.m. For the AI agents, the first strong reaction to the left of the orange vertical line (among the information available at the time of signal delivery) may or may not have been used to make trading decisions. We believe that the AI agents were divided in their decision making.

Since it was the FRB’s interest rate policy announcement, it was still the most obvious move to watch.

Use of alternative data

MAiMATE provides news information, which is different from technical information, to AI agents. Such information is called “alternative data” and is increasingly being used in trading, and AI agents are smart enough to use the information they are given if it is useful or ignore it if it is useless.

Which news information should I use?

As I have explained so far, each type of information has different characteristics. So which news information should we use to create AI?

The answer, to be honest, is still unknown. What kind of news information will be effective through future analysis? What kind of news information is effective? We compared the performance of each news information set up last year and found that all information was good and there was little difference in performance. I will continue to research and update this information.

Finally

Since TRMI information is an external service for MYMATE, we need to continue to deepen our understanding of it and make efforts to use it appropriately. Since the information provided is plain numerical information, it is up to us to make use of it or kill it.

With so much information flying around these days, it is becoming more and more important to analyze it so that we are not at the mercy of it. We will continue to research ways to further improve the news information.

Thank you for reading!

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