This study investigates the reciprocal relationship between investor sentiment and capital market dynamics, leveraging advanced techniques in data extraction and analysis. By employing web crawling and natural language processing (NLP), we gather and categorize investor comments from stock forums pertinent to the Shanghai and Shenzhen Indices. Utilizing Support Vector Machines and Logistic Regression within an NLP framework, we develop an automated system that transforms comments into sentiment indicators. These indicators are further quantified into daily sentiment indices following denoising procedures to emphasize persistent market trends. Comparative assessments reveal strong correlations between refined sentiment indices and actual stock index movements, confirming their predictive power for market fluctuations. The study offers investors a sentiment-analytics tool, augmenting the multi-faceted approach to investment strategy formulation.