JPMorgan Chase & Co. (NYSE: JPM) says it has created an automated program to track the effect of tweets by President Donald Trump on the markets — and their contribution to volatility in bond markets. The tracking program results in the “Volfefe Index,” a combination of volatility and “covfefe,” a non-existent word Trump once used on Twitter. “We find strong evidence that tweets have increasingly moved U.S. rates markets immediately after publication,” JPMorgan said in a note late last week.

source https://finance.yahoo.com/news/jpmorgans-volfefe-index-trump-tweets-211250927.html?.tsrc=rss