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What stock market indicators to model based on twitter feed? [closed]
We are developing an algorithm that models twitter users and groups of words that may indicate real world events.
One application is modelling elections, i.e which party is likely going to win. ...
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Correlation Sensitivity
Suppose I have 2 stocks $S_{1}$ and $S_{2}$:
\begin{align}
& dS_{1}=rS_{1}dt+\sigma_{1}S_{1}dB_{1}\\
& dS_{2}=rS_{2}dt+\sigma_{2}S_{2}dB_{2}\\
& dB_{1}dB_{2}=\rho dt
\end{align}
Then I ...
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Lagging Beta Strategy
Came across a method involving pairs in the book Hedge Fund Market Wizard:
Given a Stock(or Collective of instruments)that follows closely to say Dow index with a beta<1(very short term) but ...
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How could covariance help with pattern prediction? [closed]
Could someone give me a "high-level" explanation how I could use the technique of covariance to implement a pattern recognition technique?
I have used autocorrelation in the past for detecting ...
