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Spurious correlation #5,889 · View random

A linear line chart with years as the X-axis and two variables on the Y-axis. The first variable is Number of articles Matt Levine published on Bloomberg on Mondays and the second variable is Deutsche Bank Aktiengesellschaft's stock price (DB).  The chart goes from 2014 to 2023, and the two variables track closely in value over that time. Small Image
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AI explanation

Mondays for the banking industry are like the first pancake - they always turn out wonky. Without Matt's articles, Deutsche Bank just couldn't bank on any Monday magic. It's as if his words were the secret Monday morning coffee for the stock, and without them, DB was left feeling like a case of the Mondays.

Model: dalle-3
Prompt: Prompt: Generate a scene similar to the cover image of a Discovery magazine, featuring a table with a neat stack of Bloomberg magazines as the focal point. The top magazine prominently displays a bold headline about Matt Levine's latest article. Adjacent to the magazines is a graph depicting the stock price of Deutsche Bank Aktiengesellschaft, showing a steep incline. A coffee mug is placed next to the graph. The stack of magazines should appear visually smaller on the weeks when Matt Levine's articles are missing, and the stock price graph should demonstrate a downward trend during those periods. The visual should convey the disparity in stock performance and the untouched coffee mug, symbolizing the absence of Monday magic without Matt's articles. Enhancement: The scene should radiate a dynamic energy, with vibrant colors and sharp contrasts. Each element should be meticulously detailed, with the textures of the magazines and the sheen of the coffee mug inviting a closer look. The lighting should be set to create dramatic shadows, adding depth and dimension to the image. This should enhance the visual impact and provide a captivating cover image similar to a Discovery magazine. The depiction should include only scenes, people, and objects, it should not include text or speech bubbles.
This image generation prompt was also generated by AI, using the following sequence:

Model: gpt-3.5-turbo-1106
System prompt: You select one of a few potential scene descriptors that seems to go along with the variables described. You respond only with the scene descriptions provided and say nothing else.
User prompt: Here are two variables: Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Given these, which of the following image style descriptions seems most appropriate? Pick the one that seems to be related to one of the variables at hand. Please respond with only one of the following potential descriptions: Charcoal Steampunk A scene from Skyrim A Discovery magazine cover image a funny image macro
ChatGPT: A Discovery magazine cover image

Model: gpt-3.5-turbo-1106
System prompt: You describe simple visual scenes that depict the two variables stated. You combine both variables into one scene.
User prompt: Please describe a visual scene that prominently depicts both Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB), in the following situation: Mondays for the banking industry are like the first pancake - they always turn out wonky. Without Matt's articles, Deutsche Bank just couldn't bank on any Monday magic. It's as if his words were the secret Monday morning coffee for the stock, and without them, DB was left feeling like a case of the Mondays.. Keep the description simple.
ChatGPT: On a Monday morning, a stack of Bloomberg magazines sits on a table, with the top one featuring a bold headline about Matt Levine's latest article. Next to it, a graph depicting Deutsche Bank Aktiengesellschaft's stock price shows a steep incline, with a coffee mug placed next to it. However, the stack of magazines appears smaller and the graph shows a downward trend on weeks where Matt Levine's articles are absent. Without Matt's articles, the stock price graph dips and the coffee mug sits untouched, symbolizing the lack of Monday magic.

Model: gpt-3.5-turbo-1106
System prompt: You write and improve image generation prompts for DALLE-3. You maintain the same subjects, but enhance the visuals.
User prompt: Please respond with an image generation prompt that would be likely to create an interesting visual using DALLE-3, using the following style: [ A Discovery magazine cover image ] and depicting this scene: On a Monday morning, a stack of Bloomberg magazines sits on a table, with the top one featuring a bold headline about Matt Levine's latest article. Next to it, a graph depicting Deutsche Bank Aktiengesellschaft's stock price shows a steep incline, with a coffee mug placed next to it. However, the stack of magazines appears smaller and the graph shows a downward trend on weeks where Matt Levine's articles are absent. Without Matt's articles, the stock price graph dips and the coffee mug sits untouched, symbolizing the lack of Monday magic. Keep the visual depiction simple. Do not include any words or speech bubbles.
ChatGPT: Prompt: Generate a scene similar to the cover image of a Discovery magazine, featuring a table with a neat stack of Bloomberg magazines as the focal point. The top magazine prominently displays a bold headline about Matt Levine's latest article. Adjacent to the magazines is a graph depicting the stock price of Deutsche Bank Aktiengesellschaft, showing a steep incline. A coffee mug is placed next to the graph. The stack of magazines should appear visually smaller on the weeks when Matt Levine's articles are missing, and the stock price graph should demonstrate a downward trend during those periods. The visual should convey the disparity in stock performance and the untouched coffee mug, symbolizing the absence of Monday magic without Matt's articles. Enhancement: The scene should radiate a dynamic energy, with vibrant colors and sharp contrasts. Each element should be meticulously detailed, with the textures of the magazines and the sheen of the coffee mug inviting a closer look. The lighting should be set to create dramatic shadows, adding depth and dimension to the image. This should enhance the visual impact and provide a captivating cover image similar to a Discovery magazine.

*Variations in the User Prompts from chart to chart are just the result of random number generation in Python. I wrote a few arrays of various styles and methods to ask questions to change up the results. Every time this site writes an explanation or generates an image, the script picks from each at random.

I sequence the requests into multiple prompts because I find GPT 3.5 to perform much better with short, well-managed contexts. Thus, I track the context directly in Python and only ask ChatGPT targeted questions.

Model: gpt-3.5-turbo-1106 (fine-tuned)
System prompt: You provide humorous responses in the form of plausible sounding explanations for correlations. You assume the correlation is causative for the purpose of the explanation even if it is ridiculous. You do not chat with the user, you only reply with the causal connection explanation and nothing else.
User prompt: Please make up a funny explanation for how a decrease in Number of articles Matt Levine published on Bloomberg on Mondays caused Deutsche Bank Aktiengesellschaft's stock price (DB) to decrease.

AI academic paper

(Because p < 0.01)
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

The Journal of Financial Punditry and Market Humor

Jan 2024

Reminder: This paper is AI-generated. Not real!
Quick note: This sequence is long and repetitive. That's how the prompt engineering works for this one. I manage the output in Python to format it into this PDF.




Model: gpt-3.5-turbo-1106
System prompt: You are a goofy academic researcher writing an academic paper. You follow the rules, but you throw out convention regularly to make jokes and funny asides.You write titles and abstracts of goofy academic research papers.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, and add unexpected twists in your writing.

Please draft the title and abstract of an academic research paper presenting the findings of the connection between Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Make lots of jokes, goofy observations, and puns.

Make the title a clever pun.

Your research team used data from Bloomberg and LSEG Analytics (Refinitiv) to assess this nagging question. You found a correlation coefficient of 0.9404073 and p < 0.01 for 2014 to 2023.

Please respond in this format (replace "Lorem ipsum dolor sit" with your title and abstract)

[[TITLE]]
Lorem ipsum dolor sit

[[ABSTRACT]]
Lorem ipsum dolor sit



ChatGPT:
[[TITLE]]
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

[[ABSTRACT]]
In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.


Model: gpt-3.5-turbo-1106
System prompt: You are a goofy academic researcher writing an academic paper. You follow the rules, but you throw out convention regularly to make jokes and funny asides.You draft the introduction section of an academic research paper.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the introduction section of an academic research paper presenting the findings of the connection between Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Make lots of jokes, goofy observations, and puns. Sneak in some jokes and clever puns about science, research, statistics, and the variables.

Here is the title and abstract of the paper:
[[TITLE]]
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

[[ABSTRACT]]
In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.

-------

Your response should start like this:

[[INTRODUCTION]]



ChatGPT:
[[INTRODUCTION]]

In the world of financial markets, where every decimal point carries weight and every trend is scrutinized with the intensity of a detective examining clues, it's rare to stumble upon a study that combines the seriousness of stock analysis with the whimsy of a Monday morning. Yet, here we are, ready to explore the enigmatic relationship between the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays and the stock price of the ever-intriguing Deutsche Bank Aktiengesellschaft (DB).

As researchers, we often find ourselves knee-deep in numbers, swimming in data, and occasionally drowning in the sea of statistical jargon. But who says we can't have a little fun along the way? After all, life is too short not to infuse a bit of wit into our research, just like a sprinkle of seasoning on an otherwise bland dish. So, armed with data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a quest to uncover whether there's more to Matt Levine's Monday musings than meets the eye.

It's not every day that academia and financial journalism collide in such a peculiar manner, akin to a collision in a particle accelerator, but we're here to embrace the chaos and perhaps unearth a nugget of wisdom in the process. Our journey has led us to a correlation coefficient of 0.9404073 and a p-value lower than a baritone's pitch for the period stretching from 2014 to 2023, signaling a robust and, dare we say, intriguing relationship between Levine's literary output and Deutsche Bank's stock performance. Who would have thought that the pen could wield such power in the world of finance? Well, we did, and that's why we're here to shine a light on the unexpected, the eccentric, and the downright quirky aspects of this captivating relationship.

So, dear reader, buckle up for a ride through the unpaved terrain of financial research, where we'll weave through regression analyses, scatter plots, and the occasional statistical pun. Together, let's navigate the uncharted waters of market sentiment and financial storytelling, and who knows, maybe we'll emerge with a newfound appreciation for the idiosyncrasies of the stock market and the written word. After all, when it comes to unraveling the mysteries of finance, a bit of levity can go a long way.


Model: gpt-3.5-turbo-1106
System prompt: You are a goofy academic researcher writing an academic paper. You follow the rules, but you throw out convention regularly to make jokes and funny asides.You draft a literature review section of an academic research paper, that starts out dry for the first few sentences but then becomes hilarious and goofy.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up a literature review section of an academic research paper presenting the findings of the connection between Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Make lots of jokes, goofy observations, and puns.

Speak in the present tense for this section (the authors find...), as is common in academic research paper literature reviews. Name the sources in a format similar to this: In "Book," the authors find lorem and ipsum.

Make up the lorem and ipsum part, but make it sound related to the topic at hand.

Start by naming serious-sounding studies by authors like Smith, Doe, and Jones - but then quickly devolve. Name some real non-fiction books that would be related to the topic. Then name some real fiction books that sound like they could be related. Then devolve ever further, and mention something completely ridiculous, like you conducted literature review by reading the backs of shampoo bottles.

Here is the title and abstract of the paper:
[[TITLE]]
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

[[ABSTRACT]]
In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.

-------

And here is the introduction section that led to this literature review:
[[INTRODUCTION]]
In the world of financial markets, where every decimal point carries weight and every trend is scrutinized with the intensity of a detective examining clues, it's rare to stumble upon a study that combines the seriousness of stock analysis with the whimsy of a Monday morning. Yet, here we are, ready to explore the enigmatic relationship between the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays and the stock price of the ever-intriguing Deutsche Bank Aktiengesellschaft (DB).
As researchers, we often find ourselves knee-deep in numbers, swimming in data, and occasionally drowning in the sea of statistical jargon. But who says we can't have a little fun along the way? After all, life is too short not to infuse a bit of wit into our research, just like a sprinkle of seasoning on an otherwise bland dish. So, armed with data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a quest to uncover whether there's more to Matt Levine's Monday musings than meets the eye.
It's not every day that academia and financial journalism collide in such a peculiar manner, akin to a collision in a particle accelerator, but we're here to embrace the chaos and perhaps unearth a nugget of wisdom in the process. Our journey has led us to a correlation coefficient of 0.9404073 and a p-value lower than a baritone's pitch for the period stretching from 2014 to 2023, signaling a robust and, dare we say, intriguing relationship between Levine's literary output and Deutsche Bank's stock performance. Who would have thought that the pen could wield such power in the world of finance? Well, we did, and that's why we're here to shine a light on the unexpected, the eccentric, and the downright quirky aspects of this captivating relationship.
So, dear reader, buckle up for a ride through the unpaved terrain of financial research, where we'll weave through regression analyses, scatter plots, and the occasional statistical pun. Together, let's navigate the uncharted waters of market sentiment and financial storytelling, and who knows, maybe we'll emerge with a newfound appreciation for the idiosyncrasies of the stock market and the written word. After all, when it comes to unraveling the mysteries of finance, a bit of levity can go a long way.

-------

Your response should start like this:

[[LITERATURE REVIEW]]



ChatGPT:
[[LITERATURE REVIEW]]

Previous studies have delved into the intricate relationship between financial journalism and stock performance, examining the impact of media coverage on investor sentiment and market dynamics. Smith et al. (2015) analyzed the influence of prominent financial journalists on stock prices, highlighting the potential for their opinions to sway market perception. Likewise, Doe and Jones (2018) investigated the correlation between media exposure and stock volatility, shedding light on the interconnectedness of information dissemination and market movements.

Moving beyond the traditional purview of financial analyses, literature from renowned non-fiction books such as "Flash Boys: A Wall Street Revolt" by Michael Lewis and "The Big Short: Inside the Doomsday Machine" by Michael Lewis have dissected the intricacies of financial markets and the impact of media narratives on investor behavior. These works have contributed to a deeper understanding of the role of financial journalism in shaping market sentiment and influencing investment decisions.

Furthermore, the realm of fiction literature offers a unique perspective on the interplay between storytelling and financial markets. Works such as "The Bonfire of the Vanities" by Tom Wolfe and "American Psycho" by Bret Easton Ellis weave narratives that intertwine the world of finance with themes of perception and reality. While these works may not offer direct insights into the relationship between Matt Levine's articles and Deutsche Bank stock prices, they underscore the pervasive influence of storytelling and narrative construction in the financial domain.

Venturing into unconventional sources, the authors adopted a lighthearted approach to exploring the literature on this topic. In an effort to unearth unorthodox insights, the authors humorously confess to perusing the backs of shampoo bottles in search of nonsensical correlations, only to find themselves doused in a lather of absurdity. While the shampoo bottles failed to provide scholarly enlightenment, they did inspire a newfound appreciation for the importance of rigorous research methodologies.

As the authors navigated the labyrinth of literature, it became evident that the intersection of financial journalism and stock performance is rife with complexities and nuances, akin to a cornucopia of enigmatic puzzles waiting to be unraveled. With a touch of whimsy and a dash of academic rigor, this literature review sets the stage for a quirky expedition into the uncharted territories of financial storytelling and its repercussions on market dynamics.


Model: gpt-3.5-turbo-1106
System prompt: You are a goofy academic researcher writing an academic paper. You follow the rules, but you throw out convention regularly to make jokes and funny asides.You draft the methodology section of an academic research paper.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the methodology section of an academic research paper presenting the findings of the connection between Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Make lots of jokes, goofy observations, and puns. Sneak in some jokes and clever puns about science, research, statistics, and the variables.

Your research team collected data from all across the internet, but mostly just used information from Bloomberg and LSEG Analytics (Refinitiv) . You used data from 2014 to 2023

Make up the research methods you don't know. Make them a bit goofy and convoluted.

Here is the title, abstract, and introduction of the paper:
[[TITLE]]
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

[[ABSTRACT]]
In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.

[[INTRODUCTION]]
In the world of financial markets, where every decimal point carries weight and every trend is scrutinized with the intensity of a detective examining clues, it's rare to stumble upon a study that combines the seriousness of stock analysis with the whimsy of a Monday morning. Yet, here we are, ready to explore the enigmatic relationship between the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays and the stock price of the ever-intriguing Deutsche Bank Aktiengesellschaft (DB).
As researchers, we often find ourselves knee-deep in numbers, swimming in data, and occasionally drowning in the sea of statistical jargon. But who says we can't have a little fun along the way? After all, life is too short not to infuse a bit of wit into our research, just like a sprinkle of seasoning on an otherwise bland dish. So, armed with data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a quest to uncover whether there's more to Matt Levine's Monday musings than meets the eye.
It's not every day that academia and financial journalism collide in such a peculiar manner, akin to a collision in a particle accelerator, but we're here to embrace the chaos and perhaps unearth a nugget of wisdom in the process. Our journey has led us to a correlation coefficient of 0.9404073 and a p-value lower than a baritone's pitch for the period stretching from 2014 to 2023, signaling a robust and, dare we say, intriguing relationship between Levine's literary output and Deutsche Bank's stock performance. Who would have thought that the pen could wield such power in the world of finance? Well, we did, and that's why we're here to shine a light on the unexpected, the eccentric, and the downright quirky aspects of this captivating relationship.
So, dear reader, buckle up for a ride through the unpaved terrain of financial research, where we'll weave through regression analyses, scatter plots, and the occasional statistical pun. Together, let's navigate the uncharted waters of market sentiment and financial storytelling, and who knows, maybe we'll emerge with a newfound appreciation for the idiosyncrasies of the stock market and the written word. After all, when it comes to unraveling the mysteries of finance, a bit of levity can go a long way.

-------

Your response should start like this:

[[METHODOLOGY]]



ChatGPT:

[[METHODOLOGY]]

To unravel the perplexing relationship between the literary prowess of Matt Levine and the stock performance of Deutsche Bank Aktiengesellschaft (DB), we embarked on a methodological odyssey that blended the precision of finance with the whimsy of witticisms. Our approach can be likened to entering a labyrinth, armed not with a map, but with a penchant for puns and a thirst for statistical significance.

Data Collection:
Our team scoured the depths of the internet, donning the virtual equivalent of deerstalker hats to collect information on the articles penned by Matt Levine on Bloomberg every Monday. While the digital realm proved to be our hunting ground, our quest for data shared more semblance with a scavenger hunt than a traditional data collection process. Armed with an assortment of web scraping tools and a dash of determination, we amassed a trove of information that would rival the spoils of the most avid digital archaeologist. The data from Bloomberg and LSEG Analytics (Refinitiv) served as the cornerstones of our numerical crusade, lending both structure and depth to our statistical voyage.

Variable Definition:
The variables in our study danced between the tangible and the intangible, much like particles in a quantum physics experiment or the elusive mist that envelops a magician's stage. On one hand, we had the tangible entity of "Number of articles published by Matt Levine on Bloomberg on Mondays," a discrete integer that encapsulated the literary output of our enigmatic wordsmith. On the other hand, we grappled with the ethereal concept of "Deutsche Bank Aktiengesellschaft's stock price (DB)," a fluctuating figure that mirrored the mercurial nature of the financial markets themselves. In this tango of variables, we navigated the treacherous terrain of correlation with the finesse of a tightrope walker and the uncertainty of a psychic reading tea leaves.

Statistical Analysis:
Like alchemists seeking the philosopher's stone, we ventured into the realm of statistical analyses, employing methods that blended the caution of a financial analyst with the excitement of a rollercoaster ride. Our expedition through the hallowed chambers of correlation analysis revealed a coefficient of 0.9404073, a figure that elicited gasps of both astonishment and amusement from our team. As if wielding a magic wand, our p-value danced below the threshold of 0.01, teasing us with the promise of statistical significance like a mischievous sprite leading scholars astray. In the grand theater of statistical significance, our findings took center stage, captivating the audience with a dramatic demonstration of academic daring and financial flair.

Ethical Considerations:
In our pursuit of knowledge, we remained vigilant guardians of ethical conduct, ensuring that our research adhered to the principles of integrity and intellectual honesty. Much like knights of academia, we upheld the code of research ethics, valiantly steering clear of the treacherous waters of data manipulation and deceit. Our journey through the corridors of knowledge was guided by the twin beacons of transparency and accountability, illuminating the path ahead with the glow of academic integrity.

In conclusion, our methodology stands as a testament to the fusion of rigorous research principles and the spirit of scholarly whimsy. With the precision of a mathematician and the levity of a stand-up comedian, we charted a course through uncharted research territories, proof that academic exploration need not be a solemn affair.


Model: gpt-3.5-turbo-1106
System prompt: You are a goofy academic researcher writing an academic paper. You follow the rules, but you throw out convention regularly to make jokes and funny asides.You draft the results section of an academic research paper. You speak in the past tense (you found...).
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the results section of an academic research paper presenting the findings of the connection between Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Make lots of jokes, goofy observations, and puns. Sneak in some jokes and clever puns about science, research, statistics, and the variables.

Your research team collected data from all across the internet, but mostly just used information from Bloomberg and LSEG Analytics (Refinitiv) .

For the time period 2014 to 2023, you found a correlation 0.9404073, r-squared of 0.8843660, and p < 0.01.

One figure will be included. The figure (Fig. 1) is a scatterplot showing the strong correlation between the two variables. You don't need to specify where; I will add the figure.

Here is the title and abstract of the paper:
[[TITLE]]
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

[[ABSTRACT]]
In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.

-------

And here is the methodology section that led to this result:
[[METHODOLOGY]]
In the world of financial markets, where every decimal point carries weight and every trend is scrutinized with the intensity of a detective examining clues, it's rare to stumble upon a study that combines the seriousness of stock analysis with the whimsy of a Monday morning. Yet, here we are, ready to explore the enigmatic relationship between the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays and the stock price of the ever-intriguing Deutsche Bank Aktiengesellschaft (DB).
As researchers, we often find ourselves knee-deep in numbers, swimming in data, and occasionally drowning in the sea of statistical jargon. But who says we can't have a little fun along the way? After all, life is too short not to infuse a bit of wit into our research, just like a sprinkle of seasoning on an otherwise bland dish. So, armed with data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a quest to uncover whether there's more to Matt Levine's Monday musings than meets the eye.
It's not every day that academia and financial journalism collide in such a peculiar manner, akin to a collision in a particle accelerator, but we're here to embrace the chaos and perhaps unearth a nugget of wisdom in the process. Our journey has led us to a correlation coefficient of 0.9404073 and a p-value lower than a baritone's pitch for the period stretching from 2014 to 2023, signaling a robust and, dare we say, intriguing relationship between Levine's literary output and Deutsche Bank's stock performance. Who would have thought that the pen could wield such power in the world of finance? Well, we did, and that's why we're here to shine a light on the unexpected, the eccentric, and the downright quirky aspects of this captivating relationship.
So, dear reader, buckle up for a ride through the unpaved terrain of financial research, where we'll weave through regression analyses, scatter plots, and the occasional statistical pun. Together, let's navigate the uncharted waters of market sentiment and financial storytelling, and who knows, maybe we'll emerge with a newfound appreciation for the idiosyncrasies of the stock market and the written word. After all, when it comes to unraveling the mysteries of finance, a bit of levity can go a long way.

-------

Your response should start like this:

[[RESULTS]]



ChatGPT:

[[RESULTS]]

The correlation analysis between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB) revealed a jaw-dropping Pearson correlation coefficient of 0.9404073. This correlation coefficient, which is a measure of the strength and direction of the linear relationship between the two variables, could practically knock the socks off any statistician. It's not every day that you see such a strong correlation in the wild world of financial data, and it's even rarer to find a correlation as robust as this one.

The coefficient of determination, or R-squared, stood at a remarkable 0.8843660, suggesting that approximately 88.44% of the variability in DB's stock price can be explained by the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays. To put it simply, Matt Levine's words seem to have an uncanny influence on Deutsche Bank's stock performance, almost like a savvy conductor leading an orchestra of stock traders.

In addition, the p-value for this relationship was found to be less than 0.01. Now, for the uninitiated, a p-value less than 0.01 is essentially the equivalent of winning the statistical jackpot. It's so rare in the realm of research that it might as well be finding a unicorn grazing in your backyard – statistically speaking, of course.

To visually encapsulate this mesmerizing relationship, we present Figure 1, a scatterplot exhibiting the strikingly strong correlation between the number of articles Matt Levine published on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft. The scatterplot, much like a work of art, captures the essence of this peculiar association and serves as a testament to the unexpected connections that can emerge from the most unlikely of sources.

In summary, our findings suggest that there exists a remarkably strong and statistically significant relationship between the written musings of Matt Levine and the stock price of Deutsche Bank Aktiengesellschaft. This discovery not only raises eyebrows but also provides a compelling glimpse into the intriguing interplay between financial journalism and stock performance. So, to everyone who ever doubted the impact of Monday morning musings on stock prices, the results of this investigation may just leave you reeling – or, in statistical terms, significantly questioning your assumptions.


Model: gpt-3.5-turbo-1106
System prompt: You are a goofy academic researcher writing an academic paper. You follow the rules, but you throw out convention regularly to make jokes and funny asides.You draft the discussion section of an academic research paper.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the discussion section of an academic research paper presenting the findings of the connection between Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Make lots of jokes, goofy observations, and puns. Sneak in some jokes and clever puns about science, research, statistics, and the variables.

Limit your response to 500 tokens.

Here are the title, abstract, literature review, and results sections. Please harken back to 1-2 of the goofy items in the literature review, but pretend to take them completely seriously. Discuss how your results supported the prior research.

Do not write a conclusion. I will add a conclusion after this.

[[TITLE]]
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

[[ABSTRACT]]
In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.

[[LITERATURE REVIEW]]
Previous studies have delved into the intricate relationship between financial journalism and stock performance, examining the impact of media coverage on investor sentiment and market dynamics. Smith et al. (2015) analyzed the influence of prominent financial journalists on stock prices, highlighting the potential for their opinions to sway market perception. Likewise, Doe and Jones (2018) investigated the correlation between media exposure and stock volatility, shedding light on the interconnectedness of information dissemination and market movements.
Moving beyond the traditional purview of financial analyses, literature from renowned non-fiction books such as "Flash Boys: A Wall Street Revolt" by Michael Lewis and "The Big Short: Inside the Doomsday Machine" by Michael Lewis have dissected the intricacies of financial markets and the impact of media narratives on investor behavior. These works have contributed to a deeper understanding of the role of financial journalism in shaping market sentiment and influencing investment decisions.
Furthermore, the realm of fiction literature offers a unique perspective on the interplay between storytelling and financial markets. Works such as "The Bonfire of the Vanities" by Tom Wolfe and "American Psycho" by Bret Easton Ellis weave narratives that intertwine the world of finance with themes of perception and reality. While these works may not offer direct insights into the relationship between Matt Levine's articles and Deutsche Bank stock prices, they underscore the pervasive influence of storytelling and narrative construction in the financial domain.
Venturing into unconventional sources, the authors adopted a lighthearted approach to exploring the literature on this topic. In an effort to unearth unorthodox insights, the authors humorously confess to perusing the backs of shampoo bottles in search of nonsensical correlations, only to find themselves doused in a lather of absurdity. While the shampoo bottles failed to provide scholarly enlightenment, they did inspire a newfound appreciation for the importance of rigorous research methodologies.
As the authors navigated the labyrinth of literature, it became evident that the intersection of financial journalism and stock performance is rife with complexities and nuances, akin to a cornucopia of enigmatic puzzles waiting to be unraveled. With a touch of whimsy and a dash of academic rigor, this literature review sets the stage for a quirky expedition into the uncharted territories of financial storytelling and its repercussions on market dynamics.

[[RESULTS]]
The correlation analysis between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB) revealed a jaw-dropping Pearson correlation coefficient of 0.9404073. This correlation coefficient, which is a measure of the strength and direction of the linear relationship between the two variables, could practically knock the socks off any statistician. It's not every day that you see such a strong correlation in the wild world of financial data, and it's even rarer to find a correlation as robust as this one.
The coefficient of determination, or R-squared, stood at a remarkable 0.8843660, suggesting that approximately 88.44% of the variability in DB's stock price can be explained by the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays. To put it simply, Matt Levine's words seem to have an uncanny influence on Deutsche Bank's stock performance, almost like a savvy conductor leading an orchestra of stock traders.
In addition, the p-value for this relationship was found to be less than 0.01. Now, for the uninitiated, a p-value less than 0.01 is essentially the equivalent of winning the statistical jackpot. It's so rare in the realm of research that it might as well be finding a unicorn grazing in your backyard – statistically speaking, of course.
To visually encapsulate this mesmerizing relationship, we present Figure 1, a scatterplot exhibiting the strikingly strong correlation between the number of articles Matt Levine published on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft. The scatterplot, much like a work of art, captures the essence of this peculiar association and serves as a testament to the unexpected connections that can emerge from the most unlikely of sources.
In summary, our findings suggest that there exists a remarkably strong and statistically significant relationship between the written musings of Matt Levine and the stock price of Deutsche Bank Aktiengesellschaft. This discovery not only raises eyebrows but also provides a compelling glimpse into the intriguing interplay between financial journalism and stock performance. So, to everyone who ever doubted the impact of Monday morning musings on stock prices, the results of this investigation may just leave you reeling – or, in statistical terms, significantly questioning your assumptions.

-------

Your response should start like this:

[[DISCUSSION]]



ChatGPT:

[[DISCUSSION]]

Well folks, gather 'round, because we are about to dissect the peculiar correlation between the number of articles Matt Levine churns out on Bloomberg on Mondays and the mesmerizing stock price dance of Deutsche Bank Aktiengesellschaft (DB). The results of this study seem to defy the odds, akin to stumbling upon a unicorn in a statistical forest.

Now, let's reflect on our lighthearted foray through the literature review. Our journey through the scholarly landscape was not without its whimsical detours. From analyzing the influence of financial journalists on stock prices to exploring the interconnectedness of information dissemination and market movements, we stumbled upon a cornucopia of enigmatic puzzles waiting to be unraveled. And let's not forget the playful shampoo bottle antics; though they didn't yield scholarly enlightenment, they certainly lathered us in a frothy appreciation for rigorous research methodologies.

Returning to the serious matters at hand (if we dare to be serious at all), our results undeniably align with the previous studies in this field. Smith and colleagues (2015) highlighted the potential for prominent financial journalists to sway market perception, and lo and behold, we've uncovered a substantially strong correlation between Mr. Levine's prose and DB's stock price. It's as though his writing has the Midas touch, but instead of turning everything to gold, it turns Deutsche Bank's stock price into a statistical marvel.

Doe and Jones (2018) touched upon the correlation between media exposure and stock volatility, and our findings echo their sentiments with a resounding chorus of statistical significance. The interconnectedness of financial journalism and market dynamics that previous researchers have danced around seems to have found a rock-solid partner in Levine's Monday manifestos.

Moving on to our own statistical feats, the Pearson correlation coefficient waltzed in at a staggering 0.9404073, practically elbowing its way to the forefront of statistical marvels. It's like finding a four-leaf clover in a field of correlations – a rare gem indeed. And let's not forget about the R-squared, which suggests that approximately 88.44% of DB's stock price variability is akin to Matt Levine's puppet, doing a merry jig to the tune of his published articles.

And what can we say about that p-value? A p-value less than 0.01 is so statistically rare, it might as well be finding a unicorn grazing in your backyard. It's the kind of statistical jackpot that makes researchers want to do a little victory dance, if only our statistical software had that functionality.

In conclusion, our findings have turned conventional wisdom on its head and left it spinning like a stock trader trying to make sense of Matt Levine's Monday musings. This curious correlation points to the delightful unpredictability of the financial world and the whimsical dance between financial journalism and stock performance. So, to anyone who has ever doubted the impact of Monday morning musings on stock prices, our study serves as a statistical mic drop, leaving you questioning your assumptions – and maybe even your Monday morning routine.


Model: gpt-3.5-turbo-1106
System prompt: You are a goofy academic researcher writing an academic paper. You follow the rules, but you throw out convention regularly to make jokes and funny asides.You draft the discussion section of goofy academic research papers that sounds like it belongs based on the title and abstract provided.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up a short conclusion of an academic research paper presenting the findings of the connection between Number of articles Matt Levine published on Bloomberg on Mondays and Deutsche Bank Aktiengesellschaft's stock price (DB). Make lots of jokes, goofy observations, and puns. Sneak in some jokes and clever puns about science, research, statistics, and the variables.

Limit your response to 300 tokens. At the very end, assert that no more research is needed in this area.

Here are the title, abstract, introduction, and results sections.
[[TITLE]]
Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price

[[ABSTRACT]]
In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.

[[INTRDUCTION]]
In the world of financial markets, where every decimal point carries weight and every trend is scrutinized with the intensity of a detective examining clues, it's rare to stumble upon a study that combines the seriousness of stock analysis with the whimsy of a Monday morning. Yet, here we are, ready to explore the enigmatic relationship between the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays and the stock price of the ever-intriguing Deutsche Bank Aktiengesellschaft (DB).
As researchers, we often find ourselves knee-deep in numbers, swimming in data, and occasionally drowning in the sea of statistical jargon. But who says we can't have a little fun along the way? After all, life is too short not to infuse a bit of wit into our research, just like a sprinkle of seasoning on an otherwise bland dish. So, armed with data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a quest to uncover whether there's more to Matt Levine's Monday musings than meets the eye.
It's not every day that academia and financial journalism collide in such a peculiar manner, akin to a collision in a particle accelerator, but we're here to embrace the chaos and perhaps unearth a nugget of wisdom in the process. Our journey has led us to a correlation coefficient of 0.9404073 and a p-value lower than a baritone's pitch for the period stretching from 2014 to 2023, signaling a robust and, dare we say, intriguing relationship between Levine's literary output and Deutsche Bank's stock performance. Who would have thought that the pen could wield such power in the world of finance? Well, we did, and that's why we're here to shine a light on the unexpected, the eccentric, and the downright quirky aspects of this captivating relationship.
So, dear reader, buckle up for a ride through the unpaved terrain of financial research, where we'll weave through regression analyses, scatter plots, and the occasional statistical pun. Together, let's navigate the uncharted waters of market sentiment and financial storytelling, and who knows, maybe we'll emerge with a newfound appreciation for the idiosyncrasies of the stock market and the written word. After all, when it comes to unraveling the mysteries of finance, a bit of levity can go a long way.

[[RESULTS]]
The correlation analysis between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB) revealed a jaw-dropping Pearson correlation coefficient of 0.9404073. This correlation coefficient, which is a measure of the strength and direction of the linear relationship between the two variables, could practically knock the socks off any statistician. It's not every day that you see such a strong correlation in the wild world of financial data, and it's even rarer to find a correlation as robust as this one.
The coefficient of determination, or R-squared, stood at a remarkable 0.8843660, suggesting that approximately 88.44% of the variability in DB's stock price can be explained by the number of articles penned by the one and only Matt Levine on Bloomberg on Mondays. To put it simply, Matt Levine's words seem to have an uncanny influence on Deutsche Bank's stock performance, almost like a savvy conductor leading an orchestra of stock traders.
In addition, the p-value for this relationship was found to be less than 0.01. Now, for the uninitiated, a p-value less than 0.01 is essentially the equivalent of winning the statistical jackpot. It's so rare in the realm of research that it might as well be finding a unicorn grazing in your backyard – statistically speaking, of course.
To visually encapsulate this mesmerizing relationship, we present Figure 1, a scatterplot exhibiting the strikingly strong correlation between the number of articles Matt Levine published on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft. The scatterplot, much like a work of art, captures the essence of this peculiar association and serves as a testament to the unexpected connections that can emerge from the most unlikely of sources.
In summary, our findings suggest that there exists a remarkably strong and statistically significant relationship between the written musings of Matt Levine and the stock price of Deutsche Bank Aktiengesellschaft. This discovery not only raises eyebrows but also provides a compelling glimpse into the intriguing interplay between financial journalism and stock performance. So, to everyone who ever doubted the impact of Monday morning musings on stock prices, the results of this investigation may just leave you reeling – or, in statistical terms, significantly questioning your assumptions.

-------

Your response should start like this:

[[CONCLUSION]]



ChatGPT:

[[CONCLUSION]]

In conclusion, our research has peeled back the layers of financial journalism to reveal a surprising connection between the number of articles authored by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). Who would have thought that a few paragraphs from Levine could wield such influence over the stock market? It's almost as if his words possess a sort of financial alchemy, turning ink into gold – or in this case, into stocks with rising prices.

Our statistical analyses have indicated a correlation coefficient so strong, it could probably bench press a set of data points without breaking a sweat. With a coefficient of determination standing at an impressive 0.8843660, we can safely say that Levine's articles explain more about DB's stock price than a financial analyst armed with charts and graphs.

The p-value? Well, it's less than 0.01, making it rarer than a statistically significant unicorn – a rare breed indeed. Our findings have not only shed light on the intriguing relationship between financial storytelling and market dynamics but have also added a touch of whimsy to the often stoic world of stock analysis. Who knew that a dash of Monday morning humor could be the secret ingredient for stock market success?

So, as this paper draws to a close, we can confidently state that our results have uncovered a compelling tale of how a wordsmith like Levine can sway the tides of stock prices with his prose. It almost makes you wonder if we should start including his articles in financial forecasting models – after all, a little literary flair might just be the missing variable in traditional finance equations.

In the grand scheme of financial research, our findings not only contribute to the body of knowledge on market sentiment but also serve as a gentle reminder that even in the world of numbers and figures, a sprinkle of humor and curiosity can lead to unexpected discoveries. And with that, we declare that further research in this area is as unnecessary as an umbrella in a statistical drought – we've uncovered the correlation that keeps on giving, and it's time to let this quirky academic adventure rest in its well-deserved statistical glory. Cheers to Levine's literary wizardry and its magical impact on the stock market!


Model: gpt-3.5-turbo-1106
System prompt: You provide fictional names of academic journals. You say nothing else, and you do not chat with the user.
User prompt: Please provide the name of a funny but plausible sounding research, scientific, or academic journal that would publish a paper entited Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price. Respond only with the name of a fictional academic journal.

ChatGPT:

The Journal of Financial Punditry and Market Humor


Model: gpt-3.5-turbo-1106
System prompt: You provide fictional names of nonprofit research organizations and associations. You say nothing else, and you do not chat with the user.
User prompt: Please provide the name of a funny but plausible sounding nonprofit, academic, or scientific association or organization that would sponsor research that resulted in a paper entited Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price. Respond only with the name of a fictional organization.

ChatGPT:

The Global Institute for Financial Economics and Market Analysis


Model: gpt-3.5-turbo-1106
System prompt: You provide potential search keywords separated by commas. You say nothing else, and you do not chat with the user.
User prompt: Please provide potential search keywords for a paper titled Mondays with Matt: The Leverage of Levine on Deutsche Bank Aktiengesellschaft's Stock Price with an abstract of In this study, we investigate the enigmatic relationship between the number of articles published by Matt Levine on Bloomberg on Mondays and the stock price of Deutsche Bank Aktiengesellschaft (DB). While most research papers have a serious tone, we thought, "Why so serious?" and decided to infuse this paper with a dash of levity. Employing data from Bloomberg and LSEG Analytics (Refinitiv), we embarked on a mission to unravel the mystery of whether Levine's musings have an impact on DB's stock price. To our surprise, we discovered a correlation coefficient of 0.9404073 and a p-value less than 0.01 for the period spanning 2014 to 2023, indicating a strikingly strong relationship. Our findings beg the question: does Matt Levine's writing possess the Midas touch for DB's stock? Join us on this quirky academic adventure as we delve into the intersection of financial journalism and stock performance, and perhaps unleash a pun or two along the way.

ChatGPT:

Matt Levine, Bloomberg articles, Mondays, Deutsche Bank Aktiengesellschaft, stock price, correlation, financial journalism, LSEG Analytics, Refinitiv, relationship, impact, stock performance, research paper, academic adventure, puns

*There is a bunch of Python happening behind the scenes to turn this prompt sequence into a PDF.



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Data details

Number of articles Matt Levine published on Bloomberg on Mondays
Detailed data title: Articles published by Matt Levine on Bloomberg.com on Monday
Source: Bloomberg
Additional Info: All headline and summary text from Bloomberg articles by Matt Levine included

See what else correlates with Number of articles Matt Levine published on Bloomberg on Mondays

Deutsche Bank Aktiengesellschaft's stock price (DB)
Detailed data title: Opening price of Deutsche Bank Aktiengesellschaft (DB) on the first trading day of the year
Source: LSEG Analytics (Refinitiv)
Additional Info: Via Microsoft Excel Stockhistory function

See what else correlates with Deutsche Bank Aktiengesellschaft's stock price (DB)

Correlation r = 0.9404073 (Pearson correlation coefficient)
Correlation is a measure of how much the variables move together. If it is 0.99, when one goes up the other goes up. If it is 0.02, the connection is very weak or non-existent. If it is -0.99, then when one goes up the other goes down. If it is 1.00, you probably messed up your correlation function.

r2 = 0.8843660 (Coefficient of determination)
This means 88.4% of the change in the one variable (i.e., Deutsche Bank Aktiengesellschaft's stock price (DB)) is predictable based on the change in the other (i.e., Number of articles Matt Levine published on Bloomberg on Mondays) over the 10 years from 2014 through 2023.

p < 0.01, which is statistically significant(Null hypothesis significance test)
The p-value is 5.1E-5. 0.0000513273297952123500000000
The p-value is a measure of how probable it is that we would randomly find a result this extreme. More specifically the p-value is a measure of how probable it is that we would randomly find a result this extreme if we had only tested one pair of variables one time.

But I am a p-villain. I absolutely did not test only one pair of variables one time. I correlated hundreds of millions of pairs of variables. I threw boatloads of data into an industrial-sized blender to find this correlation.

Who is going to stop me? p-value reporting doesn't require me to report how many calculations I had to go through in order to find a low p-value!
On average, you will find a correaltion as strong as 0.94 in 0.0051% of random cases. Said differently, if you correlated 19,483 random variables Which I absolutely did.
with the same 9 degrees of freedom, Degrees of freedom is a measure of how many free components we are testing. In this case it is 9 because we have two variables measured over a period of 10 years. It's just the number of years minus ( the number of variables minus one ), which in this case simplifies to the number of years minus one.
you would randomly expect to find a correlation as strong as this one.

[ 0.76, 0.99 ] 95% correlation confidence interval (using the Fisher z-transformation)
The confidence interval is an estimate the range of the value of the correlation coefficient, using the correlation itself as an input. The values are meant to be the low and high end of the correlation coefficient with 95% confidence.

This one is a bit more complciated than the other calculations, but I include it because many people have been pushing for confidence intervals instead of p-value calculations (for example: NEJM. However, if you are dredging data, you can reliably find yourself in the 5%. That's my goal!


All values for the years included above: If I were being very sneaky, I could trim years from the beginning or end of the datasets to increase the correlation on some pairs of variables. I don't do that because there are already plenty of correlations in my database without monkeying with the years.

Still, sometimes one of the variables has more years of data available than the other. This page only shows the overlapping years. To see all the years, click on "See what else correlates with..." link above.
2014201520162017201820192020202120222023
Number of articles Matt Levine published on Bloomberg on Mondays (Levine articles)93575446514426433840
Deutsche Bank Aktiengesellschaft's stock price (DB) (Stock price)39.927.3120.6916.4619.277.878.1110.8912.7211.71




Why this works

  1. Data dredging: I have 25,153 variables in my database. I compare all these variables against each other to find ones that randomly match up. That's 632,673,409 correlation calculations! This is called “data dredging.” Instead of starting with a hypothesis and testing it, I instead abused the data to see what correlations shake out. It’s a dangerous way to go about analysis, because any sufficiently large dataset will yield strong correlations completely at random.
  2. Lack of causal connection: There is probably Because these pages are automatically generated, it's possible that the two variables you are viewing are in fact causually related. I take steps to prevent the obvious ones from showing on the site (I don't let data about the weather in one city correlate with the weather in a neighboring city, for example), but sometimes they still pop up. If they are related, cool! You found a loophole.
    no direct connection between these variables, despite what the AI says above. This is exacerbated by the fact that I used "Years" as the base variable. Lots of things happen in a year that are not related to each other! Most studies would use something like "one person" in stead of "one year" to be the "thing" studied.
  3. Observations not independent: For many variables, sequential years are not independent of each other. If a population of people is continuously doing something every day, there is no reason to think they would suddenly change how they are doing that thing on January 1. A simple Personally I don't find any p-value calculation to be 'simple,' but you know what I mean.
    p-value calculation does not take this into account, so mathematically it appears less probable than it really is.
  4. Outlandish outliers: There are "outliers" in this data. In concept, "outlier" just means "way different than the rest of your dataset." When calculating a correlation like this, they are particularly impactful because a single outlier can substantially increase your correlation.

    For the purposes of this project, I counted a point as an outlier if it the residual was two standard deviations from the mean.

    (This bullet point only shows up in the details page on charts that do, in fact, have outliers.)
    They stand out on the scatterplot above: notice the dots that are far away from any other dots. I intentionally mishandeled outliers, which makes the correlation look extra strong.




Try it yourself

You can calculate the values on this page on your own! Try running the Python code to see the calculation results. Step 1: Download and install Python on your computer.

Step 2: Open a plaintext editor like Notepad and paste the code below into it.

Step 3: Save the file as "calculate_correlation.py" in a place you will remember, like your desktop. Copy the file location to your clipboard. On Windows, you can right-click the file and click "Properties," and then copy what comes after "Location:" As an example, on my computer the location is "C:\Users\tyler\Desktop"

Step 4: Open a command line window. For example, by pressing start and typing "cmd" and them pressing enter.

Step 5: Install the required modules by typing "pip install numpy", then pressing enter, then typing "pip install scipy", then pressing enter.

Step 6: Navigate to the location where you saved the Python file by using the "cd" command. For example, I would type "cd C:\Users\tyler\Desktop" and push enter.

Step 7: Run the Python script by typing "python calculate_correlation.py"

If you run into any issues, I suggest asking ChatGPT to walk you through installing Python and running the code below on your system. Try this question:

"Walk me through installing Python on my computer to run a script that uses scipy and numpy. Go step-by-step and ask me to confirm before moving on. Start by asking me questions about my operating system so that you know how to proceed. Assume I want the simplest installation with the latest version of Python and that I do not currently have any of the necessary elements installed. Remember to only give me one step per response and confirm I have done it before proceeding."


# These modules make it easier to perform the calculation
import numpy as np
from scipy import stats

# We'll define a function that we can call to return the correlation calculations
def calculate_correlation(array1, array2):

    # Calculate Pearson correlation coefficient and p-value
    correlation, p_value = stats.pearsonr(array1, array2)

    # Calculate R-squared as the square of the correlation coefficient
    r_squared = correlation**2

    return correlation, r_squared, p_value

# These are the arrays for the variables shown on this page, but you can modify them to be any two sets of numbers
array_1 = np.array([93,57,54,46,51,44,26,43,38,40,])
array_2 = np.array([39.9,27.31,20.69,16.46,19.27,7.87,8.11,10.89,12.72,11.71,])
array_1_name = "Number of articles Matt Levine published on Bloomberg on Mondays"
array_2_name = "Deutsche Bank Aktiengesellschaft's stock price (DB)"

# Perform the calculation
print(f"Calculating the correlation between {array_1_name} and {array_2_name}...")
correlation, r_squared, p_value = calculate_correlation(array_1, array_2)

# Print the results
print("Correlation Coefficient:", correlation)
print("R-squared:", r_squared)
print("P-value:", p_value)



Reuseable content

You may re-use the images on this page for any purpose, even commercial purposes, without asking for permission. The only requirement is that you attribute Tyler Vigen. Attribution can take many different forms. If you leave the "tylervigen.com" link in the image, that satisfies it just fine. If you remove it and move it to a footnote, that's fine too. You can also just write "Charts courtesy of Tyler Vigen" at the bottom of an article.

You do not need to attribute "the spurious correlations website," and you don't even need to link here if you don't want to. I don't gain anything from pageviews. There are no ads on this site, there is nothing for sale, and I am not for hire.

For the record, I am just one person. Tyler Vigen, he/him/his. I do have degrees, but they should not go after my name unless you want to annoy my wife. If that is your goal, then go ahead and cite me as "Tyler Vigen, A.A. A.A.S. B.A. J.D." Otherwise it is just "Tyler Vigen."

When spoken, my last name is pronounced "vegan," like I don't eat meat.

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Correlation ID: 5889 · Black Variable ID: 26735 · Red Variable ID: 1899
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