Lunch event tomorrow: I'm explaining how SOCIAL MEDIA PREDICTS THE STOCK MARKET tomorrow (Tuesday June 21st) in Los Angeles at CFA Society (open to all): http://goo.gl/GnGQH.
I was just at the Battle of the Quants in London last week, moderating a panel on the use of social media data in predicting stock prices. A number of funds are doing this, including our own fund (MarketPsy Long-Short Fund LP) which did it successfully for 2 1/4 years.
On the panel were several interesting groups, including the "Blog Fund" - Pluga AI run by Yutaka Matsuo, a machine learning and AI expert at the University of Tokyo. Also the "Twitter Fund" run by Paul Hawtin at Derwent Capital, Arnauld Vincent from Mines Paris Tech, Kevin Coogan from Amalgamood, and Axel Groß-Klußmann from Humboldt Univeristy in Berlin. All in all we had a lot of fun. Our own data is available at www.marketpsychdata.com
Richard L. Peterson, M.D.