One of the key requirements of a security firm/investment bank on the sell side is to manufacture the relevant securities for the market. We have explored the fundamental behaviors and responsibilities of companies in Chapter 4, Mechanizing Capital Market Decisions, and Chapter 5, Predicting the Future of Investment Bankers. We learned about the momentum approach in Chapter 6, Automated Portfolio Management Using the Treynor–Black Model and ResNet. While the market does not always act rationally, it could be interesting to hear about the market's feelings. That is what we will be doing in this chapter.
In this example, we will be playing the role of the salesperson of an investment bank on the trading floor, trading in equities. What we want to find out is the likes and dislikes regarding securities so that they can market the relevant securities, including derivatives. We got our insights from Twitter Search...
