Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Sentiment index?

Definition 24.2 Strategies I: Equities and Futures · Capítulo 24 — Positioning and Sentiment

A sentiment index summarises investors’ optimism or pessimism from surveys or market-based proxies (issuance, fund flows, first-day returns of new issues, valuation spreads), usually as the first principal component of several proxies.

Leer en el capítulo →