Random Quote

I thought instead of a good rule for survival on Wall Street: Never agree to anything proposed on someone else’s boat or you’ll regret it in the morning. — Michael Lewis


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A comparison of investor sentiment indicators

My last post dealt with the characteristics and the potential usefulness of the aggregate social media sentiment in the U.S. stock market. As we know, social media is only one of the many […]


Investor sentiment for the S&P 500

One of the advantages of social media analytics is the ability to drill in to the investor sentiment about a particular company or instrument. But can we say something useful about […]


Exploring social media analytics

I’ve previously touched on the use of social media analytics as one useful measure of investor sentiment. It does occur to me that it might be interesting to explore a particular source of such analytics. […]


Investor sentiment and the stock market

Social media and its relevance to quantitative investing is something that has occupied much of my time recently. I realise that it is a dangerous thing for one’s professional reputation to write […]


What is behavioural finance?

Ok, as I’ve called my website The Behavioural Quant, I should probably first define the concept of behavioural finance. As with most things, people will for good reasons disagree about what behavioural […]



On this website, I’ll try and share my thoughts on behavioural finance from a quantitative point of view. As much as time permits, I’ll discuss new research in behavioural finance, […]


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