Wednesday, May 23, 2012

Quote of the Day

"A computer system that can measure fear is at the centre of Harris's thriller, and actually not far from reality. Derwent Capital Markets, a London-based hedge fund firm, uses a program that mines millions of comments made on Twitter to ascertain sentiment, examining the results to predict stock movements.

Correlating data from social media websites to markets is one of the hottest topics among this year's quantitative finance students, UCL's Treleaven said. Several other hedge funds are also studying how they might incorporate such data."

The Algorithmic Arms Race


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