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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

July 12, 2015

We'll be in London presenting at the excellent Sentiment and Behavioural Analysis in Finance Conference on Thursday July 16th.

July 10, 2015

We're presenting the London Quant Group Evening Seminar, 14th July 2015:  Sentiment Analysis: Uncovering systematic misbehaviour in global markets.

June 01, 2015

We proud to say that we officially launched our global companies feed today covering 8,000 stocks from global social and news media with 24 sentiments and fundamental feeds in minutely and hourly data back to 1998.

Recent Press

June 02, 2015

Der Psychiater der Wall Street -- Tim Schäfer Wirtschafts Blatt

June 01, 2015

Thomson Reuters expands MarketPsych analysis service -- Automated Trader

April 27, 2015

Hopkins research finds Twitter mood predicts success of IPOs -- Lorraine Mirabella Bloomberg Business


July 12, 2015

Risk-on? How fear triggers sell-offs and when to catch the falling knife

Investing is an activity of forecasting the yield over the life of the asset; speculation is the activity of forecasting the psychology of the market.
~ John Maynard Keynes

On the morning of May 6, 2010, mayhem erupted on the streets of Athens, Greece.  Later that day, the Flash Crash occurred, sending the U.S. stocks markets down by 9% intraday.  A random coincidence?  The data suggests not.

Like that May day in 2010, the spectre of default risk raised its head this month.  Chinese equities plummeted, Grexit appeared imminent, and even little Puerto Rico contributed a scare.   Institutions have a limited power to save us from ourselves, as this excellent article by Jason Zweig recounts, and investors were again reminded that the surges of emotion through markets - especially fear- can drive prices dramatically.  A global risk-off movement took hold briefly, and given the disquiet produced by events in China and Europe, it is probable that the volatility is only beginning.  

Risk-on behavior is a collective pursuit of financial safety, while risk-off describes the flow of capital to momentum-driven and higher yielding securities.  Periods of risk-off are catalyzed by a growing sense of unpredictability, increasingly negative news flow, and rapidly falling prices.

Today's newsletter looks at how a seed of doubt, once germinated, can begin to choke investors with tendrils of fear.  We examine a sentiment-based sell signal in China before the recent downturn which is similar to a signal seen before the May 2010 Flash Crash.  The question for investors on the sidelines of such panics is when to "catch the falling knife" and buy into the fear.  Evidence shows that Warren Buffett is correct to counsel us to "buy on fear," but ONLY when fundamental valuations are also attractive, which we demonstrate through recent research.

continue reading...

World Markets

- (30 day data)

Price Buzz Sntment Econunc Govinst
United States -0.7%
United Kingdom +1.6%
Germany +3.5%
Japan +0.0%
China -1.7%
India +0.3%

updated 2015-08-03

Currencies

- (30 day data)

Price Buzz Sntment Prcfrc Volatil
US Dollar +0.9%
Euro -1.0%
Brazilian Real -6.5%
Japanese Yen -0.7%

updated 2015-08-03

Commodities

- (30 day data)

Price Buzz Sntment Prodvol Cnsmvol
Crude Oil -17.2%
Natural Gas -3.8%
Gold -5.9%
Corn -11.6%

updated 2015-08-03

US Sectors

- (30 day data)

Price Buzz Sntment Innovtn Earnfct
Technology +2.0%
Energy -6.8%
Utilities +4.2%
Financials +2.3%
Industrials -0.0%

updated 2015-08-03

US Large Cap

- (30 day data)


Countries Top Lists

- (30 day data)

Price Buzz Sntment Mktrisk Fundmstr
NA
Regime Changes
Highest Lowest
Saudi Arabia Brazil
Philippines Sweden
Denmark Canada
Turkey Netherlands
Russia Norway
Stress
Highest Lowest
Russia Saudi Arabia
Israel Singapore
France South Korea
Denmark Canada
Ireland Italy

updated 2015-08-03

Currencies Top Lists

- (30 day data)

Relative Buzz
Highest Lowest
Euro United Arab Emirates Dirham
US Dollar Norwegian Krone
Chinese Yuan Renminbi Swedish Krona
Australian Dollar Argentine Peso
Japanese Yen Israeli Shekel
Stress
Highest Lowest
Euro Norwegian Krone
Russian Ruble Egyptian Pound
Indonesian Rupiah Argentine Peso
South African Rand Taiwanese Dollar
Malaysian Ringgit Iranian Rial

updated 2015-08-03

Commodities Top Lists

- (30 day data)

Supply vs Demand Forecast
Highest Lowest
Corn Palladium
Crude Oil Silver
Wheat Platinum
Soybeans Coffee
Hogs Cattle
Emotion vs Fact
Highest Lowest
Palladium Orange Juice
Gold Hogs
Silver Soybeans
Copper Wheat
Platinum Cattle

updated 2015-08-03

Equities Top Lists

- (30 day data)

Relative Buzz
Highest Lowest
Accenture PLC Integrys Energy Group Inc
Nabors Industries Ltd CareFusion Corp
Ingersoll-Rand PLC Zimmer Holdings Inc
Transocean Ltd Apartment Investment and Management Co
LyondellBasell Industries NV L Brands Inc
Buzz
Highest Lowest
Ryder System Inc Integrys Energy Group Inc
Citigroup Inc CareFusion Corp
Boeing Co Apartment Investment and Management Co
Ford Motor Co Zimmer Holdings Inc
JPMorgan Chase & Co MeadWestvaco Corp

updated 2015-08-03