Student Work
Trading the Stock Market using Google Search Volumes
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open in viewerIn this paper, we present a methodology for utilizing Google Search Indices obtained from the Google Trends website as a means for measuring potential investor interest in stocks listed on the Dow Jones Index (Dow 30). We accomplish this task by utilizing a Long Short-Term Memory network that correlates changes in the search volume for a given asset with changes in the actual trade volume for said asset. Additionally, by using these predictions, we formulate a concise trading strategy in the hopes of being able to outperform the market and analyze the results of this new strategy by backtesting across weekly closing price data for the last six months of 2016.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Subject
- Publisher
- Identifier
- E-project-022818-203708
- Mot-clé
- Advisor
- Year
- 2018
- Date created
- 2018-02-28
- Resource type
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La vignette | Titre | Visibilité | Embargo Release Date | actes |
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Trading_on_the_Stock_Market_using_Google_Search_Volumes_IQP.pdf | Public | Télécharger |
Permanent link to this page: https://digital.wpi.edu/show/sq87bv15j