SONG LU

SONG LU

Head of Quantitative Research, ChinaScope Ltd

Biography

Song Lu is Director of quantitative research at ChinaScope. Prior to joining ChinaScope, Song lead the quantitative research and development team at Wind Information. Song has eight years of quantitative finance – in research, buy-side and financial service provider.

THE APPLICATION OF SENTIMENT ANALYTICS IN CHINA STOCK MARKET

  • Introduce Chinascope’s technologies and methods in extracting Chinese news articles
  • Construct stock level sentimental factor of stocks in the CSI500 index
  • Construct industrial level and macro level sentimental index of China stock market
  • An empirical application of the sentimental analysis in China commodity market.