Abstract: The disclosed technology teaches building a prediction classifier for individual subject trading behavior in response to a market event, utilizing questionnaire-based measures of ATR, confidence and optionally loss aversion. The method includes accessing observation data with questionnaire-based measures that score responses to questions in categories including ATR, loss aversion, confidence and demographic data, as predictor measures, and reported trading behavior that indicates degree of trading in response to the market event, for numerous subjects. The method also includes classifying the reported trading behavior in response to the market event by degree of hold/trade and buy/sell, including fitting a first classifier to distinguish between holding and trading, and fitting the second classifier, using the subjects classified as trading in response to the market event, as buying or selling.