Market Sentiment

3 articles on this topic.

7 Oct 2026

How much does buying fear and selling greed change when we add options for the matching index?

The added dimensions change entry frequency and holding periods as well as sentiment scores. Recalculating with matching-index options changes both returns and risk, while the TOPIX volume primary specification remains unavailable.

ResearchQuantitative Research Market Sentiment Backtesting Evidence kabuforge

6 Oct 2026

What Does Fear and Greed Mean in the Japanese Equity Market?

A Japanese equity sentiment measure had a clearer historical relationship with market risk than with subsequent returns.

ResearchQuantitative Research Market Sentiment Evidence Point-in-Time Data

6 Oct 2026

Can You Buy Fear and Sell Greed in Japan?

We tested the intuitive fear-and-greed trading rule in Japanese equities: buy during extreme fear and hold until extreme greed. The trades often made money, but matched historical windows tell a more cautious story.

ResearchQuantitative Research Market Sentiment Backtesting Evidence

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