The Wiley Finance Series : Handbook of News Analytics in Finance

Relating news analytics to stock returns 167

Figure 6.18.P/L of positions taken by the RNSE Extreme Sentiment Day strategy. The dotted
lines denote the stop loss and profit-taking thresholds. The grey-highlighted region represents the
area where this restricts returns.

Figure 6.19.P/L of long and short positions taken by the RNSE Extreme Sentiment Day strategy.
The dotted lines denote the stop loss and profit-taking thresholds. The grey-highlighted region
represents the area where the current settings restrict returns.