We use statistically validated networks, a recently introduced method to validate links in a bipartite system, to identify clusters of investors trading in a financial market. Specifically, we investigate a special database allowing to track the trading activity of individual investors of the stock Nokia. We find that many statistically detected clusters of investors show a very high degree of synchronization in the time when they decide to trade and in the trading action taken. We investigate the composition of these clusters and we find that several of them show an over-expression of specific categories of investors.
翻译：我们使用经过统计验证的网络,这是最近采用的一种在双方体系中验证联系的方法,用以查明在金融市场中交易的投资者集群。具体地说,我们调查一个特别数据库,以便跟踪诺基亚股票个体投资者的贸易活动。我们发现,许多经统计检测的投资者集群在决定进行贸易和采取贸易行动时表现出高度同步。我们调查了这些集群的构成,发现其中几个显示对特定类别投资者的过度表达。
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