We investigate whether sentiment derived from micro-blogging site Twitter can be used to identify important events (product launch, quarter results etc.) and help to infer the future movement of the stock. We used the volume and key performance index of Apple Company's financial tweets to identify important events and infer the future movement. We present the results of machine learning algorithms (Na?ve Bayes, Maximum Entropy, and SVM) for classifying the sentiment of Apple Company's financial tweets. Statistical analysis using Granger causality test showed that we were able to infer the movement of Apple Company's stock close price in advance.
