Deriving Trading Signals from Google Trends and Wikipedia Page Views

Algorithmic trading uses more than price data. A couple months ago we looked at short interest as a trading signal. 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 ).

Thomas Wiecki is a researcher for Quantopian and a PhD student at Brown where he is studying computational psychiatry and Bayesian statistics. http://photos2.meetupstatic.com/photos/event/a/6/3/8/event_244662552.jpeg

If the doors are locked, call fawce @ 617.752.1331

If you are driving, the best parking is in the open lots in Fort Point. There is one on A street, along the Fort Point Channel. Drive down Summer street, over the bridge, come to a set of lights. Turn right on Melcher Street, drive to the end, turn right onto A Street, and lot will be on your right. Here's the google streetview of the lot:

http://bit.ly/RFUjpZ