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We study in details the skew of stock option smiles, which is induced by the so-called leverage effect on the underlying -- i.e. the correlation between past returns and future square returns. This naturally explains the anomalous…

Pricing of Securities · Quantitative Finance 2008-12-02 Stefano Ciliberti , Jean-Philippe Bouchaud , Marc Potters

We propose a novel approach to sentiment data filtering for a portfolio of assets. In our framework, a dynamic factor model drives the evolution of the observed sentiment and allows to identify two distinct components: a long-term…

General Finance · Quantitative Finance 2020-09-08 Danilo Vassallo , Giacomo Bormetti , Fabrizio Lillo

Lead/lag relationships are an important stylized fact at high frequency. Some assets follow the path of others with a small time lag. We provide indicators to measure this phenomenon using tick-by-tick data. Strongly asymmetric…

Trading and Market Microstructure · Quantitative Finance 2012-01-19 Nicolas Huth , Frédéric Abergel

We present a systematic, trend-following strategy, applied to commodity futures markets, that combines univariate trend indicators with cross-sectional trend indicators that capture so-called {\em momentum spillover}, which can occur when…

Trading and Market Microstructure · Quantitative Finance 2025-01-14 Linze Li , William Ferreira

We empirically test predictability on asset price by using stock selection rules based on maximum drawdown and its consecutive recovery. In various equity markets, monthly momentum- and weekly contrarian-style portfolios constructed from…

General Finance · Quantitative Finance 2024-05-24 Jaehyung Choi

Social scientists have long sought to understand why certain people, items, or options become more popular than others. One seemingly intuitive theory is that inherent value drives popularity. An alternative theory claims that popularity is…

Social and Information Networks · Computer Science 2015-02-02 Peter Krafft , Julia Zheng , Erez Shmueli , Nicolás Della Penna , Josh Tenenbaum , Sandy Pentland

This paper proposes a theory of stock market predictability patterns based on a model of heterogeneous beliefs. In a discrete finite time framework, some agents receive news about an asset's fundamental value through a noisy signal. The…

Pricing of Securities · Quantitative Finance 2024-06-13 Jiho Park

It is commonly believed that the correlations between stock returns increase in high volatility periods. We investigate how much of these correlations can be explained within a simple non-Gaussian one-factor description with time…

Disordered Systems and Neural Networks · Physics 2008-12-02 Pierre Cizeau , Marc Potters , Jean-Philippe Bouchaud

I unravel the basic long run dynamics of the broker call money market, which is the pile of cash that funds margin loans to retail clients (read: continuous time Kelly gamblers). Call money is assumed to supply itself perfectly…

General Economics · Economics 2022-10-24 Alex Garivaltis

Product search serves as an important entry point for online shopping. In contrast to web search, the retrieved results in product search not only need to be relevant but also should satisfy customers' preferences in order to elicit…

Information Retrieval · Computer Science 2020-01-10 Keping Bi , Choon Hui Teo , Yesh Dattatreya , Vijai Mohan , W. Bruce Croft

The digital economy implements complex incentive systems to retain users through point redemption. Understanding user behavior in such complex incentive structures presents a fundamental challenge, especially in estimating the value of…

Computers and Society · Computer Science 2025-09-19 Akira Matsui , Takashi Teramoto , Eiji Motohashi , Hiroyuki Tsurumi

We investigate quantitatively the so-called leverage effect, which corresponds to a negative correlation between past returns and future volatility. For individual stocks, this correlation is moderate and decays exponentially over 50 days,…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Andrew Matacz , Marc Potters

The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency of the price dynamics to be attractive or repulsive with…

Physics and Society · Physics 2009-11-11 V. Alfi , F. Coccetti , M. Marotta , L. Pietronero , M. Takayasu

Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…

Statistical Finance · Quantitative Finance 2013-11-19 Raoul Golan , Austin Gerig

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns of price time series. According standard economical theories these strategies should not be used…

Statistical Finance · Quantitative Finance 2011-10-25 Federico Garzarelli , Matthieu Cristelli , Andrea Zaccaria , Luciano Pietronero

We investigate the effectiveness of a momentum trading signal based on the coverage network of financial analysts. This signal builds on the key information-brokerage role financial sell-side analysts play in modern stock markets. The…

Computational Finance · Quantitative Finance 2024-10-29 Dragos Gorduza , Yaxuan Kong , Xiaowen Dong , Stefan Zohren

The stock market is heavily influenced by investor sentiment, which can drive buying or selling behavior. Sentiment analysis helps in gauging the overall sentiment of market participants towards a particular stock or the market as a whole.…

Statistical Finance · Quantitative Finance 2025-10-21 Tamoghna Mukherjee

On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, operating income, debt, among others. These data points provide some insight into the financial health of a company.…

Machine Learning · Statistics 2018-04-27 John Alberg , Zachary C. Lipton

This study utilised the dynamics of five time-varying models to estimate six essential features of financial return volatility that are relevant for robust risk management. These features include pronounced persistence, mean reversion,…

Applications · Statistics 2025-03-05 Richard T. A. Samuel , Charles Chimedza , Caston Sigauke