Figure 4
From: Quantifying Wikipedia Usage Patterns Before Stock Market Moves
Returns from trading strategies based on Wikipedia access logs for pages relating to actors and filmmakers.
Parallel analysis of the distribution of returns for another portfolio of 233 hypothetical strategies based on changes in how often a set of 233 Wikipedia pages relating to actors and filmmakers were viewed (blue). Here, we find that there is no significant difference between the returns generated by the random strategies and the Wikipedia view based strategies (mean R = 0.04; W = 1189114, p = 0.59, α = 0.05, two-tailed two-sample Wilcoxon rank-sum test).
