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How do traders use PulseBit? Integrate real-time sentiment signals into algorithmic trading strategies for alpha generation, risk management, and market timing. Access sub-2-second sentiment updates across stocks, crypto, forex, and commodities with historical data for backtesting.

TRADING & QUANT RESEARCH

Real-time sentiment signals for algorithmic trading and quantitative analysis

OVERVIEW

PulseBit provides quantitative traders and researchers with machine-readable sentiment data that integrates seamlessly into trading algorithms. Our API delivers real-time sentiment scores with sub-2-second latency, historical datasets for backtesting, and structured data for systematic strategies.

Trusted by quant teams, proprietary trading firms, and individual algo traders for generating news-driven alpha signals and managing risk exposure.

KEY FEATURES FOR TRADING

REAL-TIME SIGNALS

Sub-2-second sentiment updates enable high-frequency strategies and rapid reaction to breaking news across 30+ topics including finance, crypto, energy, and geopolitics.

BACKTESTING DATASETS

Historical sentiment data in CSV/JSON/Parquet formats for strategy development, parameter optimization, and performance validation across multiple market cycles.

MULTI-ASSET COVERAGE

Sentiment indicators for equities, cryptocurrencies, commodities, forex, and macro themes. Query by ticker, topic, or custom entity for portfolio-wide coverage.

STRUCTURED OUTPUT

Normalized sentiment scores (-1 to +1), confidence levels, article metadata, and source attribution for systematic integration into quantitative models.

CODE EXAMPLES

Python - Real-Time Sentiment Signal

import requests

def get_crypto_sentiment():
    """Fetch Bitcoin sentiment for trading signal"""
    response = requests.get(
        "https://api.pulsebit.io/news_search",
        params={"q": "Bitcoin", "limit": 50},
        headers={"X-RapidAPI-Key": "YOUR_API_KEY"}
    )
    data = response.json()
    
    # Calculate aggregate sentiment
    sentiments = [article['sentiment'] for article in data['articles']]
    avg_sentiment = sum(sentiments) / len(sentiments)
    
    # Generate signal
    if avg_sentiment > 0.2:
        return "BUY"
    elif avg_sentiment < -0.2:
        return "SELL"
    return "HOLD"

signal = get_crypto_sentiment()
print(f"Trading Signal: {signal}")

Node.js - Real-Time Stream Integration

const axios = require('axios');

async function monitorMarketSentiment(topics) {
  const results = await Promise.all(
    topics.map(async (topic) => {
      const response = await axios.get(
        'https://api.pulsebit.io/news_recent',
        {
          params: { topic, hours: 1 },
          headers: { 'X-RapidAPI-Key': process.env.API_KEY }
        }
      );
      
      const articles = response.data.articles;
      const avgSentiment = articles.reduce(
        (sum, a) => sum + a.sentiment, 0
      ) / articles.length;
      
      return { topic, sentiment: avgSentiment, count: articles.length };
    })
  );
  
  return results;
}

// Monitor finance and crypto topics
monitorMarketSentiment(['finance', 'crypto']).then(console.log);

Curl - Fetch Historical for Backtesting

# Download 90-day sentiment history for backtesting
curl -X GET "https://api.pulsebit.io/news_stats?days=90&topic=finance&format=json" \
  -H "X-RapidAPI-Key: YOUR_API_KEY" \
  -o backtest_data.json

# Parse with jq for time series analysis
cat backtest_data.json | jq '.daily_stats[] | {date, sentiment_avg, article_count}'

COMMON USE CASES

NEWS-DRIVEN MOMENTUM STRATEGIES

Trade on sentiment shifts before price movements materialize. Combine PulseBit signals with technical indicators for confirmation.

→ Typical latency edge: 1-5 minutes before broader market reaction

RISK MANAGEMENT & HEDGING

Monitor negative sentiment spikes for early warning of downside risk. Adjust position sizing or activate hedges based on sentiment deterioration.

→ Example: -0.5 sentiment drop = reduce exposure by 30%

CRYPTO MARKET TIMING

Track Bitcoin, Ethereum, DeFi, and altcoin sentiment across global news sources. Sentiment precedes price in volatile crypto markets.

→ Historical correlation: 0.65-0.75 between sentiment lead and 4h price change

BACKTESTING ALPHA FACTORS

Download historical sentiment datasets to validate factor performance, optimize parameters, and stress-test strategies across market regimes.

→ Available formats: CSV, JSON, Parquet | History: 365+ days

READY TO BUILD?

Start integrating sentiment signals into your trading infrastructure. Our API is optimized for low-latency, high-throughput quantitative applications.

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