The relationship between Wikipedia page views for public companies and their future stock returns, media tone's effect on currency markets, and the consequences of portfolio rebalancing
The Wikipedia numbers would be very easy to manipulate. Getting page views on a particular webpage is a trivial exercise and not that expensive so I wonder whether in this case you might be able to get the tail to wag the dog.
Nice post.
The Wikipedia numbers would be very easy to manipulate. Getting page views on a particular webpage is a trivial exercise and not that expensive so I wonder whether in this case you might be able to get the tail to wag the dog.
This looks like an interesting divergence
Would like to see more details on the methodology behind these cumulative gains
Hi Hunter,
I think the paper goes quite in depth. It is definitely on my radar for a strategy / idea replication post!