Using Google Trends usage patterns in trading system
Author: mikesblack
Creation Date: 1/18/2016 4:54 PM
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mikesblack

#1
https://www.quantopian.com/posts/google-search-terms-predict-market-movements

Very interesting article. Is it possible to build the same strategy in WL? I did some work using excel with many different terms using the method in the article and generally got favorable results.
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Eugene

#2
Upon reading your refererence my impression is that they buy an index based on a crossover with the 5-week moving average of the Google Rank of some search term. In addition to the strategy applied to individual stocks, you have yet to discover the companion strategy I built which queries Google Trends to create an equal-weighted index of four “bearish” search keywords: “Roubini”, “stock market crash”, “recession” and “unemployment”:

ActiveTrader 2013-01 | Google Trends

I leave adding support for Wikipedia searches to you.
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mikesblack

#3
I did find that one. Can you clarify this for me? When writing "your Gmail" I wrote "mikesblack.gmal.account@gmail.com" and password "your.gmail.xyz". Should those be written mikesblack@gmail.com and just the password? Also,
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Eugene

#4
Hope you have figured out the right answer to your question already? ;) It would take about half a minute to try out both and notice which worked. You don't have to ask me. :)
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Eugene

#5
FYI

Our Google Trends solution is currently broken due to a sudden internal change at Google.
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mikesblack

#6
Do you think there will eventually be a solution?
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Eugene

#7
Something has changed in the Google authentication form and it's not evident to me how to pass it now. It's a prerequisite to be able to request the Google Trends data without authentication. Google wants to know what you're requesting.

Another way to grab that data even without Google account credentials that I researched is using the JSON objects which power up their web charts. However, the way it's tokenized for security might make it slower and less convenient to use in code (if it's possible at all).

Also I face an error claiming I've sent too many search requests to Google Trends but that's not true. Way too much trouble with the data that should be free and easy to request - it's not worth it to continue fighting with breaking changes.

No solution so far. I've taken down the Google Trends strategies and the Wiki page. This is where it ends.
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Eugene

#8
Good news: Google Trends has been partially restored!

While both approaches above were tough and not feasible to implement, a way around was found. It's less precise as the data is only Monthly (Google typically returns Weekly data for Google Trends). But it does not require your Gmail account and password any longer! To make it work:

1. Update or install Community Components v2017.09 or newer. Restart WLP/D.
2. Download updated Google strategies from Wealth-Lab's "Open Strategy" dialog (click "Download").

Old strategies and your own works should function, too.
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Eugene

#9
Bad news: Google Trends has broken again

The convenient Monthly source of Trends data at Google has been depreciated permanently. We're taking taking down the published Strategies again. Please don't ask for solution or ETA, thank you.
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