Dr. Andrew Lo’s lecture on Adaptive Market Hypothesis. It is actually the lecture preceding the one on Bounded Rationality. If you like to learn something about the academic approach to finance, it is a pretty good overview to start with.
Tobias Preis: Bubble Trouble
A completely overlooked TedTalk by the financial world. From my understanding, what Mr. Preis discovered in the data proves the soundness of short term market predictability using only transaction data. This talk he gave was back in year 2011, before the 2nd talk he made in year 2013.
Notice Mr. Preis’ use of volume to identify strength in trend is consistent with modern techniques on trend identification. He also found that such behaviour in trend persists from millisecond timeframe all the way up in the higher timeframes.
Tobias Preis: Can Google Predict The Stock Market?
An interesting talk about the correlation of Google search and Wikipedia page views to the rise and fall of stock prices. It also extends to the predictability of the stock market indices in general.
