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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 -3.0%
United Kingdom -7.1%
Germany -12.1%
Japan -11.3%
China -6.3%
India -7.7%

updated 2016-02-11

Currencies

- (30 day data)

Price Buzz Sntment Prcfrc Volatil
US Dollar -3.6%
Euro +3.8%
Brazilian Real +3.3%
Japanese Yen +2.7%

updated 2016-02-11

Commodities

- (30 day data)

Price Buzz Sntment Prodvol Cnsmvol
Crude Oil -9.9%
Natural Gas -9.8%
Gold +9.9%
Corn +0.6%

updated 2016-02-11

US Sectors

- (30 day data)

Price Buzz Sntment Innovtn Earnfct
Technology -2.3%
Energy +0.8%
Utilities +7.8%
Financials -6.6%
Industrials +1.5%

updated 2016-02-11

US Large Cap

- (30 day data)

Price Buzz Sntment Mktrisk Fundmstr
Apple Inc -3.3%
Bank of America Corp -25.1%
General Electric Co -2.8%
JPMorgan Chase & Co -7.4%
Microsoft Corp -3.8%
Wal-Mart Stores Inc +5.5%

updated 2016-02-11


Countries Top Lists

- (30 day data)

Residential Real Estate Values
Highest Lowest
United Kingdom Singapore
Netherlands Hong Kong
Sweden Saudi Arabia
Ireland South Africa
Norway Australia
Sentiment
Highest Lowest
Singapore Brazil
Canada Hong Kong
Netherlands Russia
Philippines Turkey
Denmark Israel

updated 2016-02-11

Currencies Top Lists

- (30 day data)

Long Short Forecast
Highest Lowest
Turkish Lira South Korean Won
Thai Baht Canadian Dollar
Israeli Shekel New Zealand Dollar
Japanese Yen Indian Rupee
Norwegian Krone Indonesian Rupiah
Optimism
Highest Lowest
Indonesian Rupiah Chinese Yuan Renminbi
Thai Baht British Pound
Norwegian Krone Canadian Dollar
South Korean Won New Zealand Dollar
Iranian Rial Singapore Dollar

updated 2016-02-11

Commodities Top Lists

- (30 day data)

Supply vs Demand
Highest Lowest
Soybeans Hogs
Crude Oil Platinum
Corn Palladium
Wheat Silver
Natural Gas Cattle
Fear
Highest Lowest
Crude Oil Coffee
Gold Rice
Cattle Palladium
Copper Natural Gas
Heating Oil Hogs

updated 2016-02-11

Equities Top Lists

- (30 day data)

Time Urgency
Highest Lowest
Rockwell Collins Inc XL Group PLC
Verisign Inc Eastman Chemical Co
Weyerhaeuser Co Baker Hughes Inc
Capital One Financial Corp Tiffany & Co
Humana Inc Johnson Controls Inc
Relative Buzz
Highest Lowest
Accenture PLC Hudson City Bancorp Inc
Seagate Technology PLC TripAdvisor Inc
Ingersoll-Rand PLC Laboratory Corporation of America Holdings
Facebook Inc ACE Ltd
Tyco International Ltd VF Corp

updated 2016-02-11