Special Report on
Purifying Stock Market Sentiment Indicators
Purifying Stock Market Sentiment Indicators - Trends
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It is arguable that sentiment indicators derive substantially from what just happened in the stock market and that they therefore add little or no value to price action itself in predicting future returns. In their May 2009 paper entitled “Purified Sentiment Indicators for the Stock Market” , David Aronson and John Wolberg investigate this thesis by removing the influence of recent stock market price dynamics (defined by 18 variations of price velocity, acceleration and volatility) to produce multiple “purified” versions of each of five ... Read More
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PURIFYING STOCK MARKET SENTIMENT INDICATORS
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