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santezero
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Hagen Geissler has worked at a value based hedge fund, at quant equity desk and senior Solutions Consultant , for various technologys & trading infrastructur. His experience and passion runs deeply across multiple technologys used in the automated tradding world
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AI? initial thoughts about a semantic expert system
  • Cluster Analysis north america (NYSE,NASDAQ) big market cap > 10 bil. USD 0 comments
    May 27, 2011 5:45 PM | about stocks: KMI, S, CHU, VRX, GMCR, DISH, CBS
    TEST WINNER:
    EP S CHU VRX GMCR DISH CBS

    RULES:

    description=high volume
    skipp negative 200 / 50 day mvg avg
    skipp negative day change

    NYSE+NASDAQ
    marketcap>10000.0 mio USD

    Algo
    K-means clustering using exchange method
    Data had dimension: 3 
    Symbols: 231
    Number of final clusters=8

    BEST CLUSTERS
    ==============
    second best cluster:   6  (6.47, 19.68, 0.42)

    CTXS FE TMO ERIC CPHC M VIV ZMH NFLX YZC AET CERN CI CF WYNN COH VRTX HUM TSU TSP VMED WLP MRO BIIB VIA BAK

    best cluster:   7  (10.88, 35.93, 0.43)

    EP S CHU VRX GMCR DISH CBS



    bigcap
    Themes: NYSE, NASDAQ Stocks: KMI, S, CHU, VRX, GMCR, DISH, CBS
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