Sunday, April 18, 2010

Roubini Dr. Realist or Dr. Doom ?

Roubini's Popularity vs. S&P 500 according to Google Trends?

This Turkish blogger came to the conclusion that Nouriel Roubini is rather a Dr. Doom and not Dr. Realist , to demonstrate this he used Google Trends and tried to compare the results for the phrase "Nouriel Roubini" and that of "S&P 500 index"
he found out that The correlation coefficient between S&P 500 and “Roubini” index is -0.685; the correlation coefficient between S&P 500 and 8-week moving average “Roubini” index is -0.83. The correlation coefficient is greater when we use the 8 week average because it smooths out those days when Roubini’s name is cited by major media outlets and gets disproportional attention.
Read more about this amazing discovery here >>>

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