Replication of "Quantifying Trading Behavior in Financial Markets Using Google Trends" by Preis et al 2013
View the IPython notebook here: http://nbviewer.ipython.org/github/twiecki/replicate_google_trends/blob/master/goog_repl.ipynb
Link to the original paper: http://www.nature.com/srep/2013/130425/srep01684/full/srep01684.html
Link to the original Quantopian thread: https://www.quantopian.com/posts/google-search-terms-predict-market-movements
Thanks to the Quantopian community who helped with this analysis, in no particular order: Dennis C, Grant Kiehne, Thomas Maloney, shabby chef, Sangno Lee, Simon Thornington
Thanks to Tobias Preis for sending us the data and example analysis script to replicate.