3min chapter

Odd Lots cover image

JPMorgan's Josh Younger on Rate Derivatives and Volatility Ahead of the Election

Odd Lots

CHAPTER

Is Joe Biden's Twitter More Likely to Move Markets Than Trump's?

We took this database of tweets we try to identify the words that occurred more frequently in those that move to market. And then we built a random forest model that tried to account not only for the relatives or value of each of those words and categories in generating market moves but also the interactions between them. So, if us if good appeared with the word China that had a different meaning than ifgood appeared with with a different word. It had statistical significance in modeling volatility which is important because it helps explain drivers of interest rate volatility. We incorporate this index into that that statistical explanation. It plays a significant role.

00:00

Get the Snipd
podcast app

Unlock the knowledge in podcasts with the podcast player of the future.
App store bannerPlay store banner

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode

Save any
moment

Hear something you like? Tap your headphones to save it with AI-generated key takeaways

Share
& Export

Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode