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talld's  Instablog

My hobby is the stock market, and for that I have developed a custom software application. It once took over a week to do one days calculations and now I have it down to only 4.5 hours of calculations each day. I managed this improvement through multi-threading and refactoring. I use no other... More
  • There is too much synchronization 0 comments
    Nov 12, 2009 12:33 AM
    If you go to Yahoo and compare any one of these 107 stocks to the SP500 on Yahoo graphs, you will see there is a very strong similarity between them.   For the stocks listed below, check them out at one day, five days and one month compared to the SP500, as that is nearest what I was calculating for.  However, it is also interesting to view them at other time intervals too, such as three months, one year etc.

      SSO BGU IVV VWO EEM EFA XLI IYF FAS IWF IWB DIA DDM UYM XLF XLB EWH QLD FXI EPP IWS QQQQ IWM IWP EWA EDC RSP IWD IWN MDY VNQ UYG TNA OEF IJH CAT VTI L MWV XLY RS VEA BBL EWZ UWM IYR IJR URE RSX ABB XLK ILF PPG PCL PBR A TOT IWO BBV DD XLE XME CVX BHP FCX IYM PSA SIAL ERX EMN CLF BP IYG EWC MT X TIE HON KBE IVW AXP ATI BTU DIG GGB RTH SMH IP STLD TXT JCI KLAC RRC AA ECA EPI EWS XHB EWG GE CHL PCU MET MEE ING UBS PX

    And this much shorter list is those stocks which are very alike to the SP500 but opposite.  Compare them as well, to the SP500.  In my scoring system, all of these stocks above are so correlated as to score better than 80, except for the ones below which score less than -80.
      SDS BGZ SH SKF DXD EEV FAZ QID SMN TZA SRS FXP
     
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