Co v minulosti opravdu hnulo cenou
Vzory se počítají zpětně z naměřených pohybů, ne z toho, jak zpráva zněla. Vzor projde jen s aspoň 8 pozorováními a statistickou významností p < 0,10.
Jak číst tabulku. Hit rate = jak často šla cena směrem, který zpráva
napovídala; 0,50 je mince. Prům. abnormal = průměrný pohyb očištěný
o benchmark. Spolehlivost je výsledná váha do doporučení —
spojuje velikost efektu, počet pozorování a významnost. Nula znamená
„statisticky nerozeznatelné od šumu".
Spolehlivé vzory (60 z 1556 sledovaných)
| Zdroj | Kategorie | Sentiment | Třída | Horizont | N | Prům. abnormal | Hit rate | p | Spolehlivost |
|---|---|---|---|---|---|---|---|---|---|
| finance.yahoo.com | earnings | neg | stock | 24 h | 30 | -3.359% | 76% | 0.000 | 0.43 |
| všechny zdroje | earnings | neg | stock | 24 h | 150 | -2.193% | 67% | 0.000 | 0.35 |
| pluang.com | adoption | pos | crypto | 24 h | 20 | +1.775% | 79% | 0.051 | 0.34 |
| všechny zdroje | adoption | pos | stock | 24 h | 90 | +3.081% | 67% | 0.000 | 0.33 |
| www.fxstreet.com | market_commentary | pos | crypto | 24 h | 32 | +2.283% | 71% | 0.039 | 0.33 |
| decrypt.co | market_commentary | pos | crypto | 24 h | 18 | +3.510% | 78% | 0.007 | 0.33 |
| www.coindesk.com | macro_data | neg | crypto | 24 h | 26 | -1.014% | 77% | 0.008 | 0.33 |
| www.coindesk.com | market_commentary | pos | stock | 24 h | 17 | +5.114% | 85% | 0.017 | 0.30 |
| finance.yahoo.com | market_commentary | neg | crypto | 24 h | 24 | -0.878% | 78% | 0.018 | 0.29 |
| všechny zdroje | earnings | neg | crypto | 1 h | 45 | -0.163% | 81% | 0.035 | 0.28 |
| všechny zdroje | macro_data | pos | stock | 24 h | 20 | +1.340% | 75% | 0.038 | 0.27 |
| všechny zdroje | supply_demand | pos | stock | 24 h | 13 | +5.660% | 90% | 0.021 | 0.27 |
| všechny zdroje | market_commentary | pos | stock | 24 h | 204 | +1.653% | 65% | 0.000 | 0.27 |
| www.fxstreet.com | market_commentary | neg | crypto | 4 h | 21 | -0.537% | 85% | 0.016 | 0.26 |
| www.coindesk.com | macro_data | neg | crypto | 4 h | 26 | -0.771% | 73% | 0.008 | 0.25 |
| www.coindesk.com | macro_data | neg | crypto | 1 h | 26 | -0.338% | 77% | 0.017 | 0.23 |
| www.investing.com | market_commentary | pos | crypto | 1 h | 8 | +1.499% | 100% | 0.007 | 0.23 |
| všechny zdroje | macro_data | pos | crypto | 24 h | 88 | +1.233% | 65% | 0.000 | 0.23 |
| všechny zdroje | earnings | neg | crypto | 4 h | 45 | -0.280% | 72% | 0.026 | 0.21 |
| všechny zdroje | geopolitics | pos | index | 24 h | 32 | +0.571% | 68% | 0.004 | 0.20 |
| www.coindesk.com | geopolitics | neg | commodity | 24 h | 8 | +7.870% | 88% | 0.079 | 0.20 |
| www.investing.com | market_commentary | pos | crypto | 4 h | 8 | +3.224% | 88% | 0.047 | 0.20 |
| www.marketwatch.com | market_commentary | pos | stock | 24 h | 40 | +0.940% | 64% | 0.026 | 0.19 |
| všechny zdroje | adoption | neg | crypto | 24 h | 28 | -1.317% | 63% | 0.051 | 0.19 |
| všechny zdroje | supply_demand | pos | commodity | 4 h | 32 | +0.456% | 66% | 0.019 | 0.16 |
| bitcoinfoundation.org | market_commentary | pos | crypto | 1 h | 28 | +0.188% | 81% | 0.079 | 0.15 |
| všechny zdroje | macro_data | pos | commodity | 24 h | 63 | +0.755% | 62% | 0.003 | 0.15 |
| všechny zdroje | macro_data | pos | crypto | 4 h | 88 | +0.536% | 63% | 0.001 | 0.15 |
| finance.yahoo.com | market_commentary | pos | crypto | 24 h | 46 | +1.110% | 60% | 0.049 | 0.15 |
| www.coindesk.com | market_commentary | pos | crypto | 24 h | 168 | +0.725% | 61% | 0.003 | 0.14 |
| všechny zdroje | monetary_policy | pos | crypto | 24 h | 26 | +1.305% | 61% | 0.076 | 0.13 |
| www.ceskenoviny.cz | market_commentary | pos | stock | 24 h | 17 | +0.520% | 71% | 0.087 | 0.13 |
| všechny zdroje | adoption | pos | crypto | 24 h | 353 | +0.914% | 59% | 0.000 | 0.12 |
| www.coindesk.com | adoption | neg | crypto | 24 h | 18 | -1.054% | 65% | 0.100 | 0.12 |
| finance.yahoo.com | adoption | pos | crypto | 1 h | 9 | +0.370% | 89% | 0.044 | 0.12 |
| coinpedia.org | market_commentary | pos | crypto | 4 h | 28 | +0.620% | 62% | 0.036 | 0.12 |
| všechny zdroje | macro_data | pos | commodity | 4 h | 81 | +0.373% | 61% | 0.000 | 0.11 |
| všechny zdroje | earnings | pos | stock | 24 h | 293 | +1.007% | 58% | 0.010 | 0.11 |
| všechny zdroje | market_commentary | pos | crypto | 24 h | 679 | +1.290% | 57% | 0.000 | 0.10 |
| finance.yahoo.com | adoption | pos | crypto | 4 h | 9 | +0.676% | 78% | 0.100 | 0.10 |
| www.coindesk.com | macro_data | pos | crypto | 24 h | 36 | +0.863% | 58% | 0.044 | 0.10 |
| všechny zdroje | market_commentary | neg | commodity | 1 h | 28 | -0.201% | 64% | 0.056 | 0.09 |
| všechny zdroje | market_commentary | neg | stock | 24 h | 134 | -0.929% | 56% | 0.023 | 0.08 |
| www.coindesk.com | market_commentary | pos | crypto | 4 h | 168 | +0.296% | 59% | 0.012 | 0.08 |
| www.coindesk.com | security_incident | neg | crypto | 1 h | 58 | -0.106% | 59% | 0.089 | 0.08 |
| www.coindesk.com | macro_data | pos | crypto | 4 h | 36 | +0.422% | 58% | 0.074 | 0.08 |
| www.coindesk.com | market_commentary | pos | crypto | 1 h | 168 | +0.180% | 59% | 0.005 | 0.08 |
| všechny zdroje | macro_data | pos | commodity | 1 h | 84 | +0.168% | 57% | 0.013 | 0.07 |
| všechny zdroje | market_commentary | pos | crypto | 4 h | 680 | +0.389% | 56% | 0.000 | 0.07 |
| všechny zdroje | market_commentary | pos | crypto | 1 h | 680 | +0.122% | 57% | 0.004 | 0.06 |
| všechny zdroje | macro_data | pos | forex | 24 h | 41 | +0.207% | 56% | 0.013 | 0.06 |
| všechny zdroje | adoption | pos | crypto | 4 h | 353 | +0.278% | 56% | 0.000 | 0.06 |
| vinanet.vn | macro_data | neg | index | 24 h | 15 | -0.311% | 62% | 0.004 | 0.05 |
| finance.yahoo.com | market_commentary | neg | crypto | 4 h | 24 | -0.255% | 57% | 0.099 | 0.05 |
| všechny zdroje | earnings | neg | crypto | 24 h | 45 | -0.977% | 53% | 0.003 | 0.04 |
| www.mining.com | macro_data | pos | commodity | 1 h | 8 | +0.734% | 62% | 0.073 | 0.04 |
| všechny zdroje | earnings | pos | index | 24 h | 47 | +0.417% | 54% | 0.009 | 0.04 |
| všechny zdroje | monetary_policy | neg | forex | 24 h | 68 | +0.267% | 54% | 0.000 | 0.04 |
| všechny zdroje | macro_data | pos | crypto | 1 h | 88 | +0.335% | 54% | 0.017 | 0.04 |
| www.cnbc.com | macro_data | neg | crypto | 4 h | 11 | +0.342% | 60% | 0.071 | 0.03 |