EconPapers    
Economics at your fingertips  
 

Trading Strategies Based on Financial Social Media Information

Ying Zhang ()
Additional contact information
Ying Zhang: Fairfield University

Chapter 9 in Financial Social Media, 2026, pp 173-186 from Springer

Abstract: Abstract In general, a trading strategy is a predetermined plan designed to achieve positive returns by taking long and/or short positions in markets. Such strategies may be based on the type of security, the trading horizon, budget constraints, and/or the purpose of the trade. Common trading strategies include, but are not limited to, mean reversion, short-term momentum, long-term trends, zero-cost arbitrage, event-driven approaches, and continuous high-frequency trading.

Date: 2026
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-032-09332-5_9

Ordering information: This item can be ordered from
http://www.springer.com/9783032093325

DOI: 10.1007/978-3-032-09332-5_9

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-05-29
Handle: RePEc:spr:sprchp:978-3-032-09332-5_9