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About MarketPsych

MarketPsych LLC is a leader in behavioral finance, applying the competitive advantages from modern psychology into finance through data, research, and consulting.

DATA
World's most comprehensive sentiment data produced in partnership with Thomson Reuters
RESEARCH
Predictive analytics underlying economic research, trading strategies, and investment recommendations
CONSULTING
Best-in-class coaching for financial advisors, traders and investors

Latest News

March 23, 2016

We hope you'll join us as Dr. Peterson presents on Sentiment Analysis at the San Francisco CFA Institute on Wednesday March 23rd.

March 16, 2016

Dr. Peterson is presenting "The Sentimental Markets Hypothesis" at the CFA Institute in Los Angeles on March 16, 2016.

February 25, 2016

WEBINAR (Rescheduled): See the latest research as Dr. Peterson presents "The Sentimental Markets Hypothesis" for Asia-based investors on February 25th, 2016 at 1pm Singapore Time.

Recent Press

January 24, 2016

Follow the Twitter feed to fat returns -- Attracta Mooney Financial Times

December 07, 2015

Why an Old Scam Keeps Landing in Your Inbox -- Daniel Huang Wall Street Journal

October 01, 2015

Understanding Bubbles -- Richard Peterson EXCHANGE MAGAZINE: Thomson Reuters


January 31, 2016

Oil Price Patterns and Investor Reactions

Daniel Plainview (played by Daniel Day Lewis): Are you envious? Do you get envious?
Henry Brands: I don't think so. No.
Daniel Plainview: I have a competition in me. I want no one else to succeed. I hate most people.
Henry Brands: That part of me is gone... working and not succeeding- all my failures has left me... I just don't... care.
~ There Will be Blood (2007)

In general, statistical analysis of price patterns demonstrates the existence of two opposite sentiment-based patterns in financial prices: overreaction (e.g., panic bottoms and blow-off tops) and underreaction (e.g., trends). The concepts of underreaction and overreaction refer not only to patterns of prices but also to the collective investor reactions to information that fuel such patterns.  

As most of our readers are aware, in partnership with Thomson Reuters MarketPsych derives and distributes the Thomson Reuters MarketPsych Indices (TRMI), representing a real-time quantification of emotional and macroeconomic references in the media to 8,000 companies, 52 stock indexes, 32 currencies, 35 commodities, and 130 countries. When the sentiments extracted from such text are statistically analyzed alongside historical price data, insights emerge into how such information moves crowds of investors and prices themselves.  Oil is one of the more sentiment-driven asset, based on our testing.

continue reading...

World Markets

- (30 day data)

Price Buzz Sntment Econunc Govinst
United States -2.5%
United Kingdom -3.6%
Germany -8.4%
Japan -13.3%
China -8.1%
India -7.2%

updated 2016-02-12

Currencies

- (30 day data)

Price Buzz Sntment Prcfrc Volatil
US Dollar -3.8%
Euro +4.0%
Brazilian Real +2.4%
Japanese Yen +4.1%

updated 2016-02-12

Commodities

- (30 day data)

Price Buzz Sntment Prodvol Cnsmvol
Crude Oil -16.0%
Natural Gas -6.8%
Gold +16.2%
Corn +0.6%

updated 2016-02-12

US Sectors

- (30 day data)

Price Buzz Sntment Innovtn Earnfct
Technology -4.3%
Energy -3.8%
Utilities +4.3%
Financials -10.3%
Industrials -1.7%

updated 2016-02-12

US Large Cap

- (30 day data)

Price Buzz Sntment Mktrisk Fundmstr
Apple Inc -5.0%
Bank of America Corp -20.3%
General Electric Co -2.8%
JPMorgan Chase & Co -1.2%
Microsoft Corp -4.9%
Wal-Mart Stores Inc +4.9%

updated 2016-02-12


Countries Top Lists

- (30 day data)

Business Expansion
Highest Lowest
Canada Pakistan
Switzerland Russia
Ireland South Korea
Netherlands Saudi Arabia
India Australia
Natural Disasters
Highest Lowest
Brazil Sweden
Japan Belgium
Indonesia Denmark
China Switzerland
Australia Germany

updated 2016-02-12

Currencies Top Lists

- (30 day data)

Uncertainty
Highest Lowest
Turkish Lira Iranian Rial
British Pound United Arab Emirates Dirham
Euro Argentine Peso
Australian Dollar Indonesian Rupiah
South African Rand Israeli Shekel
Fear
Highest Lowest
Polish Zloty Iranian Rial
New Zealand Dollar Swedish Krona
Chinese Yuan Renminbi Norwegian Krone
South African Rand Israeli Shekel
US Dollar Argentine Peso

updated 2016-02-12

Commodities Top Lists

- (30 day data)

Supply vs Demand Forecast
Highest Lowest
Soybeans Copper
Orange Juice Hogs
Corn Platinum
Rice Silver
Wheat Heating Oil
Joy
Highest Lowest
Coffee Palladium
Orange Juice Crude Oil
Cattle Wheat
Rice Heating Oil
Soybeans Hogs

updated 2016-02-12

Equities Top Lists

- (30 day data)

Price Forecast
Highest Lowest
FMC Technologies Inc LyondellBasell Industries NV
Public Storage PACCAR Inc
Reynolds American Inc Boston Scientific Corp
D.R. Horton Inc Praxair Inc
Verisign Inc Mead Johnson Nutrition Co
Stress
Highest Lowest
Quanta Services Inc Allergan Inc
Comerica Inc Fossil Group Inc
Allstate Corp Cincinnati Financial Corp
Duke Energy Corp Expeditors International of Washington Inc
Hess Corp Kimco Realty Corp

updated 2016-02-12