Cross-correlation function (CCF) is a metric from signal processing that finds similarity between two series by measuring their displacement in increments. We apply time delay analysis, a method of CCF where we determine the time delay between two series by finding a time “lag” where they are best correlated.

We use time delay analysis to find correlations between mentions of tickers on Reddit trading forum r/wallstreetbets (WSB) and their price action (the change in the closing price of tickers on the stock market, in daily intervals) and volume (the number of shares traded in daily intervals). Our y-axis shows an…

Norfolk Project

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