sentiment-analysis

You can quantify market sentiment by standardizing fear-and-greed indices, put-call ratios, margin financing, northbound flows, and social media signals into a 0-100 composite score, which maps directly to concrete position sizing and hedging recommendations.

The best way to combine put-call ratio and VIX data is through cross-validation within a multi-dimension framework, filtering out noisy single-day spikes and focusing on weekly or monthly trends for reliable signal confirmation.

To calculate a composite sentiment score, standardize each market-specific dimension to a 0-100 scale using local thresholds, then apply a weighted construction to aggregate metrics like northbound flows for A-shares or social media signals for crypto.

Yes, you can use margin financing growth rates to detect over-leveraged markets. For example, if A-share monthly financing growth exceeds 10% and PCR drops below 0.5, the composite greed score triggers threshold-based alerts.

Yes, multi-dimension sentiment scoring works for automated trading workflows by providing normalized dimension scores, threshold-based alerts, and explicit position and hedge recommendations suitable for research or automated execution.

You should ignore social media sentiment signals when they manifest as noisy single-day spikes, instead relying on cross-validated weekly or monthly trends to confirm market direction and avoid false signals.