Hello and welcome to the repo for my thesis in economics at Uppsala University. The thesis looks at herding vs WOC in predicting stock market returns - using sentiment from r/wallstreetbets as the herding party and Google Trends data as the WOC component.
The final thesis can be read here.
Dependencies
The r/wallstreetbets sentiment used is collected from ApeWisdom.
Feel free to reach out if you have any questions - either through my website or just by shooting me an email.
Special thanks to
- The wonderful people at ApeWisdom - helping me get the historical data from the stocks.
- My supervisor Peter Ek for always providing great feedback.
- Fredrik Nilsson for listening to my non-stop rambling about machine learning.
/Niklas Norinder
Index | Ticker | Precision WSB RFC | Precision WSB MLP | Precision Google Trends RFC | Precision Google Trends MLP | Precision WSB & Trends RFC | Precision WSB & Trends MLP |
---|---|---|---|---|---|---|---|
0 | AM | 0.3606557377 | 0 | 0.4423076923 | 0.4285714286 | 0.425 | 0 |
1 | BA | 0.4388489209 | 0.4588235294 | 0.4882352941 | 0.5111111111 | 0.4347826087 | 0.4585635359 |
2 | WW | 0.6 | 0.6 | 0.4915254237 | 0.5341614907 | 0.5982905983 | 0.5416666667 |
3 | MO | 0.4836601307 | 0.5467625899 | 0.5304347826 | 0 | 0.5371900826 | 0.4976076555 |
4 | UI | 0.5279187817 | 0.510373444 | 0.5189873418 | 0.5090909091 | 0.5471698113 | 0.5432692308 |
5 | SMH | 0.5784313725 | 0.5731707317 | 0.5482233503 | 0.5780590717 | 0.5817307692 | 0.5731707317 |
6 | DTE | 0.4976303318 | 0.4867924528 | 0.5081967213 | 0.4908424908 | 0.4957264957 | 0.5021276596 |
7 | BB | 0.3333333333 | 0 | 0.4857142857 | 0.5 | 0.4285714286 | 0 |
8 | EDIT | 0.4338624339 | 0.5555555556 | 0.472392638 | 0 | 0.4350649351 | 0.4417177914 |
9 | OR | 0.4794520548 | 0.4347826087 | 0.506097561 | 0.5 | 0.45 | 0.4509803922 |
10 | TQQQ | 0.590443686 | 0.5815384615 | 0.5948905109 | 0.5815384615 | 0.5833333333 | 0.5815384615 |
11 | CGC | 0.4464285714 | 0 | 0.4222222222 | 0 | 0.4204545455 | 0 |
12 | BAC | 0.5058823529 | 0.5104477612 | 0.51953125 | 0.5077720207 | 0.5163934426 | 0.4985673352 |
13 | CC | 0.5 | 0.4856115108 | 0.4587155963 | 0.487804878 | 0.5204081633 | 0.4976525822 |
14 | ARE | 0.5729927007 | 0.5686900958 | 0.5518672199 | 0.5668789809 | 0.5703125 | 0.5695364238 |
15 | NOW | 0.5521235521 | 0.5783475783 | 0.6060606061 | 0.3333333333 | 0.5653846154 | 0.5743440233 |
16 | COST | 0.4672131148 | 0.480620155 | 0.4817813765 | 0.480620155 | 0.4655870445 | 0.480620155 |
17 | NG | 0.4511278195 | 0 | 0.4945054945 | 0.488372093 | 0.4489795918 | 0.6 |
18 | AMC | 0.25 | 0 | 0.4583333333 | 0 | 0.4074074074 | 0 |
19 | SBUX | 0.5707070707 | 0.54 | 0.5632183908 | 0.5397350993 | 0.5483870968 | 0.5436507937 |
20 | GME | 0.4693877551 | 1 | 0.5061728395 | 0 | 0.452173913 | 0 |
21 | SNAP | 0.48 | 0.4693877551 | 0.4242424242 | 0.4210526316 | 0.4773869347 | 0.5046728972 |
22 | QQQ | 0.5688073394 | 0.5604395604 | 0.5806451613 | 0.5625 | 0.5649546828 | 0.5621468927 |
23 | MCD | 0.5654008439 | 0.5632911392 | 0.5683060109 | 0.5514705882 | 0.5265700483 | 0.5670103093 |
24 | AMZN | 0.5167785235 | 0.5170731707 | 0.5482758621 | 0.53 | 0.5349544073 | 0.5204819277 |
25 | ANY | 0.5 | 0 | 0 | 0 | 0.5 | 0 |
26 | INTC | 0.5047619048 | 0.498470948 | 0.5144508671 | 0.5120772947 | 0.5482233503 | 0.5411764706 |
27 | IQ | 0.52 | 0 | 0.5178571429 | 0 | 0.5 | 0.6923076923 |
28 | GM | 0.4375 | 0.552238806 | 0.4785714286 | 0.5652173913 | 0.4184397163 | 0.5 |
29 | GL | 0.5405405405 | 0.5352112676 | 0.5144694534 | 0.5352112676 | 0.5382059801 | 0.5352112676 |
30 | ES | 0.5373134328 | 0.5035460993 | 0.5296610169 | 0.5087209302 | 0.5107142857 | 0.5563380282 |
31 | PYPL | 0.5497835498 | 0.5615384615 | 0.5772727273 | 0.5619834711 | 0.5391705069 | 0.5351351351 |
32 | IP | 0.5766423358 | 0.5625 | 0.45 | 0.5 | 0.5277777778 | 0.5459770115 |
33 | KO | 0.527607362 | 0.5287356322 | 0.5287958115 | 0.5241635688 | 0.5294117647 | 0.5241635688 |
34 | MSFT | 0.5396825397 | 0.5422343324 | 0.554517134 | 0.5322580645 | 0.5498281787 | 0.5480225989 |
35 | IT | 0.5381679389 | 0.5289672544 | 0.524137931 | 0.5289672544 | 0.5703125 | 0.5548780488 |
36 | CMG | 0.5317919075 | 0.5325670498 | 0.5389221557 | 0 | 0.5470588235 | 0.6153846154 |
37 | ATVI | 0.4692307692 | 0.494047619 | 0.5161290323 | 0.4897959184 | 0.5162601626 | 0.4836065574 |
38 | AMD | 0.5164835165 | 0.4889705882 | 0.5223880597 | 0.4601226994 | 0.4894736842 | 0.4705882353 |
39 | EA | 0.5260115607 | 0.5133928571 | 0.4836956522 | 0.5070422535 | 0.509202454 | 0.5 |
40 | NVDA | 0.5118644068 | 0.530952381 | 0.525083612 | 0.5378590078 | 0.5173501577 | 0.5180055402 |
41 | GLD | 0.5619834711 | 0.5634920635 | 0.5845070423 | 0.5729927007 | 0.5642857143 | 0.5634920635 |
42 | ET | 0.5043478261 | 0 | 0.4552845528 | 0.4384615385 | 0.488372093 | 0 |
43 | IMO | 0.5090909091 | 0.5922330097 | 0.5185185185 | 0.4 | 0.5212121212 | 0.5222222222 |
44 | ONE | 0.5 | 0 | 0 | 0 | 0.75 | 0 |
45 | HD | 0.4603773585 | 0.475862069 | 0.4812030075 | 0.47 | 0.4746376812 | 0.4785714286 |
46 | USO | 0.5 | 0.5285714286 | 0.5449101796 | 0.4375 | 0.5508982036 | 0.5355191257 |
47 | HR | 0.527027027 | 0.5 | 0.5128205128 | 0.5 | 0.5348837209 | 0.2857142857 |
48 | SO | 0.5310077519 | 0.5321100917 | 0.5714285714 | 0.5294117647 | 0.4978902954 | 0.5495867769 |
49 | IWM | 0.5575221239 | 0.5501858736 | 0.5801104972 | 0.5501858736 | 0.5631578947 | 0.5693779904 |
50 | OUT | 0.3916666667 | 0.5287356322 | 0.5460992908 | 0.4701492537 | 0.4273504274 | 0.4505494505 |
51 | FANG | 0.488 | 0.4846625767 | 0.4892086331 | 0.4615384615 | 0.5338345865 | 0.4746835443 |
52 | TWTR | 0.55 | 0 | 0.5207100592 | 0.5094339623 | 0.5290322581 | 0.6363636364 |
53 | IBM | 0.5029239766 | 0.4618473896 | 0.4536082474 | 0.3666666667 | 0.4892473118 | 0.4416666667 |
54 | FB | 0.4956896552 | 0.5026455026 | 0.5063829787 | 0.4929971989 | 0.5025906736 | 0.5061349693 |
55 | UVXY | 0 | 0.5 | 0.5 | 0 | 0.6666666667 | 0 |
56 | LULU | 0.5142857143 | 0.5336538462 | 0.5482233503 | 0.5257352941 | 0.5481927711 | 0.522556391 |
57 | GS | 0.5119047619 | 0.5256410256 | 0.5118483412 | 0.5169811321 | 0.5053763441 | 0.5280235988 |
58 | ACB | 0.3333333333 | 0 | 0.5 | 0.5384615385 | 0.5 | 0 |
59 | RE | 0.4946236559 | 0.5239852399 | 0.5281385281 | 0.5187713311 | 0.502994012 | 0.5042016807 |
60 | DIS | 0.5 | 0.5696202532 | 0.474137931 | 0.4166666667 | 0.5303030303 | 0.5217391304 |
61 | GE | 0.4025974026 | 0.4318181818 | 0.3921568627 | 0 | 0.4235294118 | 0.4457831325 |
62 | ALL | 0.5800711744 | 0.6027874564 | 0.532 | 0.5670103093 | 0.5974025974 | 0.5892857143 |
63 | NFLX | 0.51171875 | 0.5224274406 | 0.5490196078 | 0.5238095238 | 0.5375 | 0.5269461078 |
64 | JPM | 0.5339366516 | 0.5287009063 | 0.5401785714 | 0.531986532 | 0.536036036 | 0.5201465201 |
65 | CVS | 0.475862069 | 0.5147058824 | 0.4642857143 | 0.5190839695 | 0.4927536232 | 0.5042735043 |
66 | TSLA | 0.5257352941 | 0.5178571429 | 0.5209125475 | 0.5166666667 | 0.5207373272 | 0.536 |
67 | USD | 0.5342960289 | 0.5459183673 | 0.5583596215 | 0.5459183673 | 0.5328719723 | 0.5459183673 |
68 | SPY | 0.55625 | 0.5373493976 | 0.5367847411 | 0.5386416862 | 0.5527950311 | 0.5354330709 |
69 | BIG | 0.4468085106 | 0.3913043478 | 0.5384615385 | 0 | 0.4912280702 | 0.480620155 |
70 | GOOGL | 0.5271966527 | 0.5292207792 | 0.5366795367 | 0.5320512821 | 0.5152671756 | 0.5320512821 |
71 | SQ | 0.5325670498 | 0.5358255452 | 0.5134099617 | 0.5284552846 | 0.5106382979 | 0.5369127517 |
72 | SP | 0.4972677596 | 0.4934210526 | 0.514619883 | 0.4876033058 | 0.4855967078 | 0.4827586207 |
73 | GOOG | 0.4697674419 | 0.4984984985 | 0.4943396226 | 0.4984984985 | 0.4807692308 | 0.4982332155 |
74 | RAD | 0.8 | 0 | 0.1818181818 | 0 | 0.5714285714 | 0 |
75 | JD | 0.4444444444 | 0.479704797 | 0.5027932961 | 0.4783950617 | 0.4733727811 | 0.5023474178 |
76 | SHOP | 0.5546218487 | 0.5379746835 | 0.5066666667 | 0.5347432024 | 0.53307393 | 0.5347432024 |
77 | VZ | 0.4 | 0.52 | 0.4303797468 | 0 | 0.4835164835 | 0.3913043478 |
78 | ON | 0.5721153846 | 0.5373563218 | 0.504950495 | 0.538028169 | 0.5538461538 | 0.5427350427 |
79 | AR | 0.5125 | 0 | 0.4587155963 | 0 | 0.5287356322 | 0 |
80 | TD | 0.4927536232 | 0.5203252033 | 0.5104895105 | 0.5289672544 | 0.5056603774 | 0.505988024 |
81 | MS | 0.4686192469 | 0.4891640867 | 0.4767932489 | 0.4891640867 | 0.4561403509 | 0.474916388 |
82 | MD | 0.4910714286 | 0.48 | 0.4631578947 | 0 | 0.488 | 0.5 |
83 | FOR | 0.4769230769 | 0.6 | 0.5102040816 | 0 | 0.5576923077 | 0.6666666667 |
84 | BABA | 0.515625 | 0.4983713355 | 0.5108225108 | 0.4986449864 | 0.5 | 0.4717948718 |
85 | TGT | 0.5395683453 | 0.528 | 0.5571428571 | 0 | 0.5407407407 | 0.5298507463 |
86 | OI | 0.464 | 0.75 | 0.4666666667 | 0.496124031 | 0.4262295082 | 0.5238095238 |
87 | MA | 0.5598455598 | 0.5611940299 | 0.5708812261 | 0.5621301775 | 0.5469387755 | 0.5610561056 |
88 | JNUG | 0.475177305 | 0 | 0.5454545455 | 0.5342465753 | 0.4230769231 | 0 |
89 | HAS | 0.4974093264 | 0.4939759036 | 0.4905660377 | 0.5108695652 | 0.495 | 0.5108695652 |
90 | AAPL | 0.5639344262 | 0.5768321513 | 0.5692307692 | 0.5790754258 | 0.5698529412 | 0.5768321513 |
91 | WMT | 0.5355191257 | 0.5167785235 | 0.5173913043 | 0.512195122 | 0.5566502463 | 0.5294117647 |
92 | IPO | 0.51875 | 0.5588235294 | 0.5626822157 | 0.5588235294 | 0.575 | 0.5567282322 |
93 | LMT | 0.4912280702 | 0.5287356322 | 0.5394736842 | 0 | 0.5 | 0.5 |
94 | PSA | 0.5050505051 | 0.5547169811 | 0.509202454 | 0.6363636364 | 0.5223880597 | 0.5551330798 |
95 | LINK | 0 | 0 | 0 | 0 | 0 | 0.3193717277 |
96 | NOK | 0.4864864865 | 0.3333333333 | 0.4794520548 | 0.5161290323 | 0.431372549 | 0.406779661 |
97 | AA | 0.474137931 | 0 | 0.4946236559 | 0 | 0.5273972603 | 0.5056179775 |
98 | MU | 0.5348837209 | 0.5242165242 | 0.525862069 | 0.515037594 | 0.512605042 | 0.5291005291 |
99 | CRM | 0.5947712418 | 0.5582329317 | 0.5743243243 | 0.5364238411 | 0.5925925926 | 0.5361445783 |
100 | ROKU | - | - | 0.5217391304 | 0.4615384615 | 0.4479166667 | 0.5263157895 |
101 | TLRY | - | - | 0.5 | 0 | 0.375 | 0.3333333333 |