Quant thesis: When Google searches for mortgage and home loan terms plummet (indicating reduced household intent to purchase), housing and consumer discretionary equities underperform 1-3 weeks forward.
Plain English: Uses attention, search, or sentiment data to test whether crowd behavior can predict sector ETF movement.
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When Google searches for mortgage and home loan terms plummet (indicating reduced household intent to purchase), housing and consumer discretionary equities underperform 1-3 weeks forward.
Uses attention, search, or sentiment data to test whether crowd behavior can predict sector ETF movement.
Uses attention, search, or sentiment data to test whether crowd behavior can predict sector ETF movement.
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