ML-QuantSubscribe

RePEcLLMs & Text

VIX and Global Consciousness in Market Sentiment

The research finds a significant correlation between Global Consciousness Project data and the S&P 500 Volatility Index, suggesting its potential in predicting market sentiment.

Featured in No. 64 on 5 Sep 2024 ·

Released
8 Sep 2023
First featured
No. 64 · 5 Sep 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
10
Identifier
RePEc:eme:jespps:jes-11-2023-0663

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page