Posts Tagged ‘ market sentiment values ’
We’re currently seeing a similar situation to that of early 2008. The market sentiment and stock prices have recovered for the past few weeks. Since mid Dec. the DAX index has gained ca. 7% and in this time window, the SentiTrade Team made 2 important observations: Read more
Tags bull bear psychology - dax futures - market psychology - market sentiment - market sentiment values - sentiment analysis - sentiment volatility
Over the last couple of days, we’ve compared the current SentiTrade’s values to those of the Lehman crisis in 2008. At the time of the Lehman collapse, our sentiment quotient (the ratio between positive and negative news items) had a value of 0,51 with a yearly average of 0,54. Read more
Tags behavioral finance indicator - bull bear psychology - crowd psychology - market reversal - market sentiment - market sentiment values - overreaction hypothesis - psychology trends - sentiment analysis - sentiment trigger point - sentiment volatility
In a recent post we discussed SentiTrade’s realtime market sentiment calculations and how this could be used to anticipate intraday market moves, particularly in early trading. Today we’ll show how SentiTrade’s end-of day values may be used for taking positions with a somewhat longer perspective. First, SentiTrade’s end-of day calculation issues at 08.55 just before Read more
Tags behavioral finance - bull bear psychology - crowd psychology - dominant trends - excessive investor pessimism - market psychology - market sentiment - market sentiment values - sentiment analysis - trading strategy
We have previously pointed out an astounding correlation between rising SentiTrade values and emerging DAX momentum. Today the SentiTrade indicator opened at 0,5. At 08.18 the sentiment quotient jumped to 0,6 and then 12 minutes later, at 08.30 to 0,65. From 8.45 to 10.30 we then see a sharp rise on the DAX index, from 7222 to 7282. Read more
Tags behavioral finance application - behavioral finance indicator - bull bear psychology - dax index - investor psychology - market prediction - market psychology - market sentiment - market sentiment values - pattern recognition - sentiment analysis - sentiment volatility - trading strategy
This morning we saw a progressive market sentiment in a nice correlation with the DAX index. Although the DAX opened somewhat undecided, we saw a steady advance from 10.00 on. At the same time there was a sharp rise in market sentiment before the DAX started moving along. Within a narrow time window Read more
Tags back testing - market move - market psychology - market sentiment values - sentiment momentum - sentitrade archive - sentitrade data - system trading
Last Thur. a positive market sentiment correlated nicely with the DAX index intraday movement. Whereas the DAX index opened somewhat undecided, it started advancing steadily from 10.05 on. At the same time we see rising sentiment in a 5 min. intervall PRIOR to the DAX momentum that followed. Within a narrow time window from 09.00 to 10.30, our behavioral finance indicator jumped from values around 0,40 to 0,80. Furthermore, back testing of our data show a consistent pattern when there are a low sentiment values as the market opens; when the sentiment advances rapidly during the first hour of trading, the market tends to follow suit. Read more
Tags behavioral finance indicator - bull bear psychology - computer linguistics - market sentiment - market sentiment values - sentiment analysis
