anxiety index: Predicting investor behavior
summary
Investopedia builds an investopedia anxiety index from lookup volumes for terms like short selling, bankruptcy, correction and inflation, normalized to 100 (100 = average); peaks hit ~120 at the Trump election. Over 11 years of site traffic a third party backtest finds the anxiety index typically leads VIX spikes (February VIX jump of ~115% follows rising anxiety) and a simple in/out strategy using it shows about a 460 basis points improvement versus using VIX as a filter; the index is live and updated on the site.
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chapters (8)
- 0:00Start
- 0:04Ceo of Investopedia
- 0:48How To Predict Investor Behavior and Predict Market Returns
- 3:06The Investopedia Anxiety Index
- 4:05The Anxiety Index
- 9:28Three Different Types of Anxiety
- 12:46Bitcoin by States
- 15:18Investopedia Academy
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