In base of the last event in the politic field in Peru and in order to understand the impact of the market sentiment, we are going to create a sentiment index in base of the digital news of the newspaper “Gestión”. To extract the information we are goint to use techniques of web scrapping to extract all the data. After that construct a sentiment index in using NLP algorithms. This work is looking to know is there a correlation betweeen the market sentiments, how the market percives these in base of the lenguage present in the news and how the volatility of the dolar behave.