Author Topic: Volfefe Index  (Read 680 times)

Xlar

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Volfefe Index
« on: September 09, 2019, 05:17:39 PM »
What do you guys think about using this to try to measure Trump's impact on the market? https://www.vox.com/policy-and-politics/2019/9/9/20857451/trump-stock-market-tweet-volfefe-jpmorgan-twitter

It's interesting the correlation they found with certain terms moving the market more. But maybe that's just coincidence? I'm not sure they really have enough data for robust back testing.


RWTL

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Re: Volfefe Index
« Reply #1 on: September 09, 2019, 05:26:51 PM »
I absolutely believe this.  Whether it is part of an effort to specifically drive the market vs using twitter too much - I don't know.