tag:blogger.com,1999:blog-35364652.post7278750945682966118..comments2024-03-22T10:29:59.088-04:00Comments on Quantitative Trading: Predicting SP500 futures using investor sentimentErnie Chanhttp://www.blogger.com/profile/02747099358519893177noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-35364652.post-43152493395411864682008-12-10T06:14:00.000-05:002008-12-10T06:14:00.000-05:00We study how investor sentiment affect the cross s...We study how investor sentiment affect the cross section of stock return. We predict that a wave of investor sentiment disproportionately affects securities whose valuations are difficult to arbitrage and are highly subjective.<BR/><BR/><A HREF="http://www.nobsdivorceadviceguide.com/" REL="nofollow">divorce, advice guide, divorce advice,financial future, couples</A>Anonymousnoreply@blogger.com