Sasaki, KodaiSuwa, HirohikoOgawa, YukiUmehara, EiichiYamashita, TatsuoTsubouchi, Kota2020-01-042020-01-042020-01-07978-0-9981331-3-3http://hdl.handle.net/10125/64047The risk avoidance is very crucial in investment and asset management. One commonly used index as a risk index is the VI index. Suwa et al. (2017) analyzed stock bulletin board messages and predicted it rise. In our study, we developed a simulation of trading Nikkei stock index options using intra-day data and verified the validity of the VI index prediction model proposed by Suwa et al. In a period from November 18, 2014, to June 29, 2016, we conducted a simulation using a long straddle strategy. The profit and loss from trading with the instructions of their model was +3,021 yen. The benchmark's profit and loss was -3,590 yen. The improvement with their model was +6,611 yen. Therefore, we confirmed that Suwa et al.'s VI index prediction model might be effective.9 pagesengAttribution-NonCommercial-NoDerivatives 4.0 InternationalData Analytics, Data Mining and Machine Learning for Social Mediaintra-day datamachine learningstock bulletin boardtrading simulationConference Paper10.24251/HICSS.2020.305