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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.

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

Latest News

November 14, 2015

Dr. Peterson is speaking on "Introduction to the Thomson Reuters MarketPsych Indices" at the San Francisco Behavioral Finance symposium on November 14, 2015.

November 08, 2015

Dr. Peterson is speaking on "Sentiment Analysis" at the AAII national conference on Sunday morning, November 8, 2015.

September 02, 2015

We'll be presenting at several events in Budapest, Istanbul, Singapore, and Hong Kong in late September (18-25).  Please let us know if you would like to join us.

Recent Press

October 01, 2015

Understanding Bubbles -- Richard Peterson EXCHANGE MAGAZINE: Thomson Reuters

September 29, 2015

Sentimental Smarts -- Anna Reitman Automated Trader Magazine

August 30, 2015

A Q&A with Wall Street’s top psychiatrist on market turmoil -- Matthew Craft Associated Press

November 01, 2015

Becoming a Superforecaster, Gold, and Feedback Effects

Most of the empirical research in finance, whether published in academic journals or put into production as an active trading strategy by an investment manager, is likely false.
~  Campbell Harvey and Yan Liu, “Evaluating Trading Strategies,” 2014. 

Having access to more information, more quickly, is fundamental to optimal forecasting.  Yet we are overwhelmed with such information.  IBM estimates that global data volume doubles every 18 months.  For example, as of 2013, over 100 billion business emails were sent daily.   If computers could autonomously make sense of this data deluge, then the volume would not be problematic.  But computers do not understand meaning, and they need human assistance to develop better forecasts from the data.  

For the humans who create forecasting models on this data, making predictions is an exercise fraught with risk.  The potential problems range across humans biases to data errors to inappropriate application of statistical tools.  Perhaps the most common problem is overfitting - a problem made worse by the availability of increasingly complex statistical tools.  MIT professor Andrew Lo summed up the problem of statistical overfitting neatly with this statement, "I’ve often said that, you know, whatever back test you’d like to see, I can certainly produce it for you. If you torture the data long enough, it will basically tell you anything you want."

Given the expertise needed to find predictive meaning in the massive volume of global information, and the predictably poor models and forecasts of experts, Phillip Tetlock set out to identify the traits of what he calls Superforecasters - people who are excellent at synthesizing information and making predictions of the future.

continue reading...
September 06, 2015

The Dynamic of Panic

World Markets

- (30 day data)

Price Buzz Sntment Econunc Govinst
United States +0.8%
United Kingdom +0.2%
Germany +4.1%
Japan +4.2%
China +1.6%
India -2.0%

updated 2015-11-29


- (30 day data)

Price Buzz Sntment Prcfrc Volatil
US Dollar +3.5%
Euro -3.4%
Brazilian Real +3.7%
Japanese Yen -1.5%

updated 2015-11-29


- (30 day data)

Price Buzz Sntment Prodvol Cnsmvol
Crude Oil -10.5%
Natural Gas -4.7%
Gold -7.5%
Corn -6.0%

updated 2015-11-29

US Sectors

- (30 day data)

Price Buzz Sntment Innovtn Earnfct
Technology +0.6%
Energy -0.4%
Utilities -2.3%
Financials +2.1%
Industrials +1.5%

updated 2015-11-29

US Large Cap

- (30 day data)

Price Buzz Sntment Mktrisk Fundmstr
Apple Inc -1.0%
Bank of America Corp +4.2%
General Electric Co +5.0%
JPMorgan Chase & Co +4.5%
Microsoft Corp +3.1%
Wal-Mart Stores Inc +4.6%

updated 2015-11-29

Countries Top Lists

- (30 day data)

Relative Buzz
Highest Lowest
United States Netherlands
India Denmark
China Norway
Australia Sweden
France Switzerland
Government Instability
Highest Lowest
Turkey Singapore
Belgium Ireland
India Switzerland
South Korea Canada
France Italy

updated 2015-11-29

Currencies Top Lists

- (30 day data)

Carry Trade
Highest Lowest
Canadian Dollar Chinese Yuan Renminbi
Russian Ruble Japanese Yen
Swiss Franc US Dollar
Euro Euro
US Dollar Swiss Franc
Long Short
Highest Lowest
Iranian Rial South Korean Won
US Dollar Egyptian Pound
Israeli Shekel Chinese Yuan Renminbi
Russian Ruble British Pound
Canadian Dollar United Arab Emirates Dirham

updated 2015-11-29

Commodities Top Lists

- (30 day data)

Highest Lowest
Natural Gas Orange Juice
Silver Hogs
Gold Palladium
Coffee Wheat
Copper Corn
Regulatory Issues
Highest Lowest
Soybeans Coffee
Natural Gas Silver
Corn Crude Oil
Cattle Wheat
Rice Copper

updated 2015-11-29

Equities Top Lists

- (30 day data)

Analyst Rating
Highest Lowest
Lam Research Corp AvalonBay Communities Inc
KeyCorp W W Grainger Inc
PNC Financial Services Group Inc Public Storage
Microsoft Corp Cimarex Energy Co
Fluor Corp Autodesk Inc
Highest Lowest
Automatic Data Processing Inc Transocean Ltd
Johnson Controls Inc Freeport-McMoRan Inc
Kimco Realty Corp Marathon Oil Corp
Sysco Corp E I du Pont de Nemours and Co
Brown-Forman Corp Seagate Technology PLC

updated 2015-11-29