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Learning, Sharing, and Teaching => Investor Alley => Topic started by: Xlar on September 09, 2019, 05:17:39 PM

Title: Volfefe Index
Post by: Xlar 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 (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.

Title: Re: Volfefe Index
Post by: RWTL 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.