---
title: CBOE and Social Market Analytics Team Up for New Sentiment Index Based on Social Media Data
description: CBOE and Social Market Analytics Team Up for New Sentiment Index Based on Social Media Data
---

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# [CBOE and Social Market Analytics Team Up for New Sentiment Index Based on Social Media Data](https://articles.marketsmedia.com/cboe-social-market-analytics-team-sentiment-index-based-social-media-data)

 Written by [John D'Antona](https://articles.marketsmedia.com/author/jdantona) | Aug 30, 2016 4:08:10 PM

(This article originally appeared in the John Lothian News)

Can you trade off of Twitter? The Chicago Board Options Exchange and its partner Social Market Analytics (SMA) believe so.

The two firms are partnering on a suite of sentiment-based indexes that use tweet data to generate alpha. The first of the suite, the CBOE-SMA Large-Cap Index (SMLC Index), debuted on July 29. The index is simply published by CBOE at this point, but a tradeable contract may be coming.

Joe Gits, CEO and co-founder of SMA, has been watching and monitoring Twitter for years. Gits has a background in quantitative analytics, and, soon after Twitter debuted in 2006, Gits was fielding queries about harnessing the power of the little blue bird. In early 2009, there were some 2.5 million tweets per day. Today, total daily tweets number half a billion, plenty of which are focused on the markets and current economic landscape. In Gits’ research and efforts to build a company that filters and gleans information from the social media giant, it has become clear Twitter matters to those who trade the markets.

“We’ve got nearly five years now of sample data that shows the data is statistically significant,” Gits said. “Five years might not seem like a lot, but if you look at social media — that’s a lot of data. It consistently outperformed the market and these stocks consistently outperformed.”

The index is based upon SMA’s S-Score, a custom market sentiment gauge of how positive a conversation is about a certain security relative to historical norms. The SMLC is a daily rebalanced, equal-weighted index composed of 25 stocks from the CBOE Large Cap Universe with the highest S-Score. The CBOE Large Cap Universe is generally 450 or so stocks that fit a few qualifications — market cap greater than $10 billion, underlying for listed options, in the top 15 percent capitalization tranche of those CBOE listed options.

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[View full post](https://articles.marketsmedia.com/cboe-social-market-analytics-team-sentiment-index-based-social-media-data)

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