Twitter能预测股市吗?[2010]

这是早先对印第安纳大学的Twitter预测股市的研究的感想。原文写于2010-10-19

总结为

  • Twitter可能预测过去,但很可疑能不能预测未来
  • 预测本身就是对未来的干扰,不可证伪
  • 过去的相关性不能代表未来的因果性

我要是那个作者,就不发文章,先自己通过Twitter预测赚100万,然后把自己的交易记录贴在文后,比什么图啊,表啊,公式啊,都有说服力。

我的原文:

To be honest, I’m skeptical about the work in a couple of ways.

First, as some others already pointed out, correlation does not necessarily
mean causality.

Second, I’m not sure if it is more accurate (in predicting) than existing quantitative measurement of market calmness (or the lack of it) such VIX [1], or put/call ratio for an individual stock. While I don’t have any statistics, I personally find put/call ratio of GOOG is usually more informative (and direct) than reading tweets about $GOOG. Of course, their work is about the market as a whole, which I have no clue. Why their result is for 2-6 days later,
but not the next day?

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