EPFL - Financial Econometrics - Spring 2023 (prof. Elise Gourier)
This project focuses on analyzing the sentiment of Wallstreetbets submissions and investigating the potential for constructing a high-frequency trading strategy based on the sentiment information.
The report is available here.
Authors: Charles Gendreau, Matteo Ferrazzi, Matteo Sansonetti, Umberto Ciceri.