Quantbase Social Media Flagship
Invests in a diversified 50-stock portfolio built on social media sentiment and engagement across Twitter, Reddit, and Wikipedia.
Fund
-33.79%
vs
Benchmark
33.97%
* 1-year, 5-year, and 10-year performance shown below is a rolling measure, dynamically updated weekly. For example, 1-year performance reflects returns over the last 365 days, measured from the right-most datapoint in graph. Since inception reflects returns from left-most datapoint on graph.

** Performance data is calculated using the average returns of all accounts with more than $100 invested in this strategy.
Fund Holdings
Fund details
Stats
3.64/5
Risk score
Max draw down (of range)
Daily Sharpe (of range)
Daily Volatility (of range)
Monthly Volatility (of range)
52.00%
Correlation to SPY (total)
1.21%
1-year performance
N/A
5-year performance
N/A
10-year performance
-33.79%
Inception performance
Description
The QuiverQuant-powered Quantbase Social Media Flagship creates and uses novel alternative factors - Twitter follower count for US-traded companies, mentions/social sentiment on Reddit (WallStreetBets), and the increase/decrease in the Wikipedia pageviews for a company's page. This fund was built on proprietary data through our partnership with Quiver, an alternative quant data platform
Key Considerations
Social media mentions get jumbled with general market turmoil, which is why this fund uses a moving average indicator as a hedge - in a downturn, this fund moves away from social media sentiment-based picks (more risk) to short-term bonds (less risk)
The intuition behind using a multi-factor approach (Reddit, Twitter, Wikipedia) to internet sentiment, is that virality on one medium is less likely (intuitively and in backtests) to signal interest in the underlying company, while virality through multiple platforms is more likely to signal that social media in general is hype on a company.
Data for the Wikipedia factor starts in 2019, for Reddit in 2019, and for Twitter in 2021
This fund uses factors, which are a method to rank stocks based on a certain condition, and investing in the ones that match these conditions best.
This fund uses novel stock factors that have very little out-of-sample testing (usage outside of a backtest scenario). It is one of the riskiest investments to make. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.