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FX Market and Machine Learning

Textual analysis of Donald Trump’s tweets and exchange rates fluctuations

Donald Trump’s tweeter account has been linked with several stock market variations, due to its surprising public announcements, frequent comments about the American foreign policy and huge number of publications. As the FX market’s fluctuations tend to be exacerbated by Geopolitical and Macroeconomic events, it might also show reactions to the America’s president tweets. Can sentiment indicators extracted from Donald Trump’s tweets help forecast exchange rates movements?

Le 10/07/2020
Garlone de Maleville
Foreign Exchange market fluctuations are known to be very hard to forecast, as they depend on many variables, coming from two different economic zones. However, a few fundamental parameters have been identified as having a measurable impact on exchange rates variations such as key rates, inflation rate, GDP or trade balance. Most of the market’s changes are known to be due to an unexpected change of the fundamentals or an expectation of the market participants. Those changes or sentiments are announced threw the media, public announcements and are even commented on social networks. Thus, ...
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