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[Behavioral Finance - about 10 0 words in total ] . Researchers have made significant progress in quantifying the market psychology by applying Big Data

[Behavioral Finance - about 100 words in total].
Researchers have made significant progress in quantifying the market psychology by applying Big Data approaches like NLP to various media. Going into the future, what are the challenges we need to overcome (e.g. you can think about the issues related to Elon Musks attempt to take over Twitter)? Propose a way to construct a new Big Data based sentiment index, addressing the concern you stated here [no need to do numerical calculation, but I want to see your thought process].

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