Ah, Yes: My Sentiments Exactly

May 01, 2012  

Hedge funds are profiting from the emotions of the masses.

By Jay Akasie

   
  (Illustration by Joe McLaren)
When a professor at Carnegie Mellon University searched for negative words in news databases — “unemployment,” “layoffs” and “fear,” for example — he noticed a high correlation to a drop in the U.S. Consumer Confidence Index. His project worked just fine until the fall of 2010, when he deduced from the frequency of certain positive words, like “jobs” and “employment,” that public sentiment was on the rise.

The problem: Apple had just released a new iPhone; all those “jobs” references were mentions of company co-founder Steve Jobs. Consumer confidence was indeed falling, but news reports on the hip new Apple product made the scientist erroneously predict that consumer confidence would soon shoot through the roof.

Harnessing the power of language can be a boon to hedge fund managers bent on something as seemingly subjective as a diagnosis of the market’s...

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