Содержание
- 2. Stock Market Financial data reflect the day to day decision making of the society
- 3. Baseline We find that returns from the Google Trends strategies we tested are significantly higher overall
- 4. Google Trends Search to Sale Quantifying Trading Behavior in Financial Markets Using Google Trends. By Tobias
- 5. Results and interpretation Our Google trends algorithm slightly shows much better than the randomn model. It
- 7. Скачать презентацию
Слайд 2
Stock Market
Financial data reflect the day to day decision making of
Stock Market
Financial data reflect the day to day decision making of
the society
Слайд 3
Baseline
We find that returns from the Google Trends strategies we tested
Baseline
We find that returns from the Google Trends strategies we tested
are significantly higher overall than returns from the random strategies ( , R . US 5 0.60; t 5 8.65, df 5 97, p , 0.001, onesample t-test).
Assumptions: US users only, mouse click by a foreign Ip does not count
Moving Avg Baseline
Exponential Moving Avg
Jump to GTrends
Assumptions: US users only, mouse click by a foreign Ip does not count
Moving Avg Baseline
Exponential Moving Avg
Jump to GTrends
Слайд 4
Google Trends
Search to Sale
Quantifying Trading Behavior in Financial Markets Using Google
Google Trends
Search to Sale
Quantifying Trading Behavior in Financial Markets Using Google
Trends. By Tobias Preis, Helen Susannah Moat & H. Eugene Stanley, 25th April 2013
Google has begun to provide access to aggregated information on the volume of queries for different search terms and how these volumes change over time
Current state of the stock markets, but may have also been able to anticipate certain future trend. Analyze before buy or sell
We use Google Trends to determine how many searches n(t –1)have been carried out for a specific search term such as debt in week t– 1, where Google defines weeks as ending on a Sunday, relative to the total number of searches carried out on Google during that time.
HOLD relative less interest, BUY, SELL
WEEK TO WEEK
Decrease in search volume prompts us to buy, increase in search to sell
Specific search value terms pointing to buy/sell - Failed
Google has begun to provide access to aggregated information on the volume of queries for different search terms and how these volumes change over time
Current state of the stock markets, but may have also been able to anticipate certain future trend. Analyze before buy or sell
We use Google Trends to determine how many searches n(t –1)have been carried out for a specific search term such as debt in week t– 1, where Google defines weeks as ending on a Sunday, relative to the total number of searches carried out on Google during that time.
HOLD relative less interest, BUY, SELL
WEEK TO WEEK
Decrease in search volume prompts us to buy, increase in search to sell
Specific search value terms pointing to buy/sell - Failed
Слайд 5
Results and interpretation
Our Google trends algorithm slightly shows much better than
Results and interpretation
Our Google trends algorithm slightly shows much better than
the randomn model. It is very close to