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I agree that the data is quite noisy, and the choice of weighting (by users instead of dollar value traded) may significantly influence results. Then again, aft
by trader1 6y ago
I agree that the data is quite noisy, and the choice of weighting (by users instead of dollar value traded) may significantly influence results. Then again, after reading r/wallstreetbets, I am not so sure ;).
- greatwave1 6y agoYeah, unfortunately Robinhood doesn't provide data on # shares held per user. I've been doing something similar to track discussion on r/WSB here: https://www.quiverquant.com/wallstreetbets/ https://www.quiverquant.com/wallstreetbets/ I haven't finished any backtesting yet to see if they live up to their reputation haha.