{
  "annotation_id": "9d9c9e08-b0f5-417c-a705-903bc11d5b1b",
  "date_created": "2026-03-02T18:01:10.815000Z",
  "date_modified": "2026-03-02T18:01:10.815000Z",
  "file_hash": "d96075b0e35af958438e3a89a5713d2e09014e5beaf4056994d57a6b2123e5f7",
  "private": false,
  "record": {
    "abstract": "Price dynamics is analyzed in terms of a model which includes the possibility\nof effective forces due to trend followers or trend adverse strategies. The\nmethod is tested on the data of a minority-majority model and indeed it is\ncapable of reconstructing the prevailing traders\u0027 strategies in a given time\ninterval. Then we also analyze real (NYSE) stock-prices dynamics and it is\npossible to derive an indication for the the ``sentiment\u0027\u0027 of the market for\ntime intervals of at least one day.",
    "arxiv_id": "physics/0609038",
    "authors": [
      "V. Alfi",
      "A. De Martino",
      "L. Pietronero",
      "A. Tedeschi"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.TR"
    ],
    "doi": "10.1016/j.physa.2007.02.081",
    "title": "Detecting the traders\u0027 strategies in Minority-Majority games and real   stock-prices",
    "url": "https://arxiv.org/abs/physics/0609038"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "cd6d8089-832b-4fde-a8e5-0c1b52e58054",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}