"Volfefe Index" The analysts found that Trump's tweets have significantly increased volatility of the market. JP Morgan said the frequency of market-moving tweets from Trump "ballooned" in August, and that US interest-rate markets are paying more attention -- which drives the need for a model to spot market-moving tweets and track the results. JPMorgan did not include any specific Trump tweets in its report introducing the index, but identified a series of trigger words for US markets. Those include "China," "billion" and "products." |
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