Test different state of art time series forecasting models for stock price prediction combining it with additional data from news feed to define the winner and build trading strategy on top.
Score sentiment from negative -1 to positive 1 for each news item. Estimate the average sentiment per day and transform the news data into format:
date | average sentiment
Score sentiment from negative -1 to positive 1 for each news item. Estimate the average sentiment per day and transform the news data into format: date | average sentiment