May 2012
1 post
3 tags
The 'Twitter Hedge Fund' has an out-of-sample...
Derwent Capital, the Hedge fund which is
working with Johan Bollen and Huina Mao to implement
their ‘Twitter Predictor’ strategy, had, until recently, been
publishing their monthly returns on the web. This is fairly irregular: hedge funds typically do
not release this data due to regulatory concerns and performance anxiety. Even more irregular, as of
May 3rd, 2012, the monthly...
