[株にゅ] ニュースと株価の関係

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ご飯食べてる時へいさんと喋ってた内容を忘れないうちにメモ.
株式サイトのニュースを評判解析して,
株価との相関取ったらどうなんのかな?っていう.

ニュースと株価のデータベースはどっかにあるはずだから,
作るとしたら評判解析かけて,あと株価との相関計算する部分.

まぁ,相関は多分あると思うんだけど,
問題は自動的に解析して出た相関関係が,
計算できた時点での売買で有利に利用出来るかどうかという点.

ニュースが出た時点での相関を計算したとして,
(例えばその日一日の株価の動きと照らす)
数日に渡ってその数字が使えるのかなぁ.
ニュースの度合いによって影響日数が違う,
とかってことになってくれば実用的に意味がありそう.
ちょっとやってみたい.なんかもうどっかにある気がするけど..

とりあえず今塩漬けになってる株を何とかしたいの.

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コメント(1305)

面白そうだな.
ニュースの数日前の株価と強い相関が!→インサイダー
みたいなことになったりして・・・

あとYahooの株掲示板での評判と実際の値動きの相関係数は-1に近いんじゃないかと思ってるw

興味ありあり。
ネットトレードも「なかのひと」みたいなデータがあると楽しいんだけどなぁ。
永田町・兜町・神保町あたりの的中率が異常に高そうww

>ろりー
Yahooの掲示板とか面白そうやなw
相関取ったらほんまに逆相関とかありそうwww
ああいう掲示板のデータって簡単に取れるもん?また今度聞くわ

>あんり
なるほど「なかのひと」かー
ブログって割と身元公開してる人も多いから
兜町の人が書いてそうなブログ?
とか有名なトレーダーが書いてるブログを持ってきて
的中率が高い(事前の評判情報と株価変動の相関が高い,逆相関でも)
のが存在すれば嬉しいな.

夢が広がるなぁ.修論終わったらやってみたい

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