Faculty Advisor

Koutmos, Dimitrios

Abstract

This project looks to generate forecasting models that can help investors better quantify the risk and reward trade-off associated with trading stocks. Specifically, it looks at how data from Google Trends can be used as a proxy for information flow to investors. The idea behind the project is that higher levels of information flow leads to bigger changes in the price of a stock. To conduct this study we look at the companies listed in the Dow 30 as of September 2015. Although this type of research is relatively new, it is not a completely new field of study. Some hedge funds and investment managers have already launched funds that invest based upon trends and data from Twitter, Google, and other online trends.

Publisher

Worcester Polytechnic Institute

Date Accepted

March 2016

Major

Management Engineering

Project Type

Major Qualifying Project

Accessibility

Restricted-WPI community only

Advisor Department

Business

Advisor Program

Business

Available for download on Sunday, March 24, 2019

Your accessibility may vary due to other restrictions.

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