Predictive Equity Modelling using internet traffic as a key variable input
In light of the poor performance of DCM Capital (http://www.ft.com/cms/s/0/d5d9c3f8-a5bf-11e1-b77a-00144feabdc0.html#axzz2xobGKEFW), trading on the research of Johan Bollen (http://arxiv.org/pdf/1010.3003v1.pdf); is it now time to merit a trading strategy forecasting market movements utilising internet traffic as a key variable?
Blackrock's Scientific Active Equity team would seem to think so!
https://www.blackrock.com/institutions/en-axj/literature/market-commentary/quant-tools-dec-2013.pdf
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