Deriving Trading Signals from Google Trends and Wikipedia Page Views

Over the last couple of months, we've looked at both using short interest as a trading signal and earnings estimate surprises. Tonight, we're going to examine two new data sources: Google Trends (the number of times a certain work is searched) and Wikipedia page views.

Thomas Wiecki is going to talk about how this data might be used. He's going to review the recent publications in Nature's Scientific Reports. He will also review the efforts to reproduce the results, both on Quantopian and on other websites.

The Wikipedia research will be released just before the Meetup. You can read more about the Google Trends research on Quantopian ( https://www.quantopian.com/posts/google-search-terms-predict-market-movements ).

http://photos3.meetupstatic.com/photos/event/b/8/b/2/event_247307282.jpegThomas Wiecki is a researcher for Quantopian and a PhD student at Brown where he is studying computational psychiatry and Bayesian statistics.