sunshine mood local hq
What it checks
Cloudy NYC days dim trader mood — NYC-HQ stocks drift down the next session.
Mechanism
NYC-metro cloud cover affects institutional-trader mood; sunny days produce positive next-day drift in NYC-HQ tickers, cloudy days negative drift.
Signal rule
ACMC z vs 90d at KNYC/KLGA/KEWR; |z|>=1 → long-bright / short-cloudy; hold 1/3d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
firm_hq_locationsWorker data table — see services/worker schema.
noaa_ghcnd_dailyWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 10-15 bps/day
- Paper window
- T+0 to T+3d
10-15 bps/day post-institutional-control.
Related families
wsb accelerationSentimentAcceleration of retail attention (7d MA / 30d MA mention ratio) predicts 5-10 day continuation; decay predicts mean-reversion.
wikipedia attention spikeSentimentDa-Engelberg-Gao (2011 JF) "In Search of Attention" established that abnormal retail attention predicts a 2-week price run-up followed by a year-out reversal. Pyun (2024, SSRN 5172055) extends the work to Wikipedia pageviews and shows the Wiki signal dominates Google Trends in OOS tests — no rate limit, no normalisation-window confound, cleaner page identity per company. Signal is log(views / 90d median); long on >σ spikes for 2 weeks, short the reversal at 6 months when no earnings event explains the spike.
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