I am new to NLP and feature extraction, i wish to create a machine learning model that can determine the sentiment of stock related social media posts. For feature extraction of my dataset I have opted to use Word2Vec. My question is:
Is it important to train my word2vec model on a corpus of stock related social media posts - the datasets that are available for this are not very large. Should I just use a much larger pretrained word vector ?
The only way to to tell what will work better for your goals, within your constraints of data/resources/time, is to try alternate approaches & compare the results on a repeatable quantititave evaluation.
Having training texts that are properly representative of your domain-of-interest can be quite important. You may need your representation of the word 'interest', for example, to represent that of stock/financial world, rather than the more general sense of the word.
But quantity of data is also quite important. With smaller datasets, none of your words may get great vectors, and words important to evaluating new posts may be missing or of very-poor quality. In some cases taking some pretrained set-of-vectors, with its larger vocabulary & sharper (but slightly-mismatched to domain) word-senses may be a net help.
Because these pull in different directions, there's no general answer. It will depend on your data, goals, limits, & skills. Only trying a range of alternative approaches, and comparing them, will tell you what should be done for your situation.
As this iterative, comparative experimental pattern repeats endlessly as your projects & knowledge grow – it's what the experts do! – it's also important to learn, & practice. There's no authority you can ask for any certain answer to many of these tradeoff questions.
Other observations on what you've said:
If you don't have a large dataset of posts, and well-labeled 'ground truth' for sentiment, your results may not be good. All these techniques benefit from larger training sets.
Sentiment analysis is often approached as a classification problem (assigning texts to bins of 'positive' or 'negative' sentiment, operhaps of multiple intensities) or a regression problem (assigning texts a value on numerical scale). There are many more-simple ways to create features for such processes that do not involve word2vec vectors – a somewhat more-advanced technique, which adds complexity. (In particular, word-vectors only give you features for individual words, not texts of many words, unless you add some other choices/steps.) If new to the sentiment-analysis domain, I would recommend against starting with word-vector features. Only consider adding them later, after you've achieved some initial baseline results without their extra complexity/choices. At that point, you'll also be able to tell if they're helping or not.