WSJ Article Subject Tags


1. Motivation This post investigates the distribution of subject tags for Wall Street Journal articles that mention S&P 500 companies. e.g., a December 2009 article entitled, When Even Your Phone Tells You You're Drunk, It's Time to Call a … [Continue reading]

Randomized Market Trials


1. Motivation How much can traders learn from past price signals? It depends on what kind of assets sell. Suppose that returns are (in part) a function of $K = \Vert {\boldsymbol \alpha} \Vert_{\ell_0}$ different feature-specific … [Continue reading]