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
AMBITION Finding the best performing Stocks across large amount of symbols. Grouping them into 10 performance groups.
DETAILS 10.000 symbols (A) 4 X best performance time (200day ,50day, 1week ,1 day) in % 2 X weight (Volume & Market Capital) 1 X EPS (ttm) last 12 months (B) 1 X EPS Est. Next Quarter estimated 1 X Volume > AvgVolume 1 X Market Capital > 30.000.000.000 USD
Description Which 5 shares out of 10 thousand company's, performed best over the last 50 day's and 200 day's and this week and intraday relative to market cap and volume having a positive eps current year and double eps forecast for next month and higher volume then yesterday's ?
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Cluster Analysis
Finding the best performing Stocks across large amount of symbols.
Grouping them into 10 performance groups.
DETAILS
10.000 symbols
(A)
4 X best performance time (200day ,50day, 1week ,1 day) in %
2 X weight (Volume & Market Capital)
1 X EPS (ttm) last 12 months
(B)
1 X EPS Est. Next Quarter estimated
1 X Volume > AvgVolume
1 X Market Capital > 30.000.000.000 USD
Description
Which 5 shares out of 10 thousand company's, performed best over the last 50 day's and 200 day's and this week and intraday relative to market cap and volume having a positive eps current year and double eps forecast for next month and higher volume then yesterday's ?
HOW WE SOLVE IT
Do It Yourself
with with on-demand service
from www.algoservice.com
Cluster-center and Cluster symbols:
cluster: 0
(8.07, 17.05, 1.65, 4969250.50, 0.79, 49801.90)
CHA ACN ABV NKE DELL CHU VMW UNH AXP SPG MA HAL VIA-B DTV AMZN CNI MCD SBUX VIA BAX
cluster: 1
(3.78, 11.15, 1.05, 4742134.00, 0.95, 46019.60)
MON NOV KFT ERIC CVS SHPGY NWSA ABB PX DHR UNP BHI SO CL COST TRP CMCSK BIDU PRU UTX
cluster: 2
(2.80, 7.61, 1.06, 5090127.50, 1.53, 96472.50)
MMM JNJ ING ABT TWX OXY SI GILD NVS RIO BMY ARMH CAJ DEO FDX GSK IBM QCOM PTR NTT
cluster: 3
(1.80, 5.66, 1.19, 4394719.60, 1.14, 64067.75)
SYT BBD UN UL EPD EMC HMC TM DB LLY NWS NVO NGG BMO MTU CMCSA HON BNS CAT PEP
cluster: 4
(0.38, 3.97, 0.09, 3334504.15, 1.30, 62103.05)
DD IND INZ AED PKX TD EBAY WAG MFC POT COP AZN BLK ITUB ISP ISG ISF APC AMGN PUK
cluster: 5
(0.40, 2.59, 1.22, 6613688.00, 1.67, 86673.90)
CVX T SAP EMR VZ AEB BA STD IDG UPS MFG SSL USB UBS SLB SLT FCX FITBP APA KO
cluster: 6
(-0.89, 1.22, 1.13, 7345469.65, 1.67, 96337.40)
RDS-A RDS-B PFE E HD CEO STO CHL TCK PNC MO MT TEVA TEF MET TSM MRK DCM INFY TOT
cluster: 7
(-2.93, -0.86, 1.34, 8761938.25, 1.48, 102924.25)
FTE BBL AAPL BUD CUK WBK TXN LVS BHP BP RY CM CNQ INTC MDT TRI PG WMT DOW CCL
cluster: 8
(-4.45, -4.91, 1.05, 11115305.50, 0.62, 117690.70)
DE MOS MSFT LFC BRK-A PBR-A GM GG TGT SU CS DIS VOD WFC DVN GOOG WIT XOM HBC ORCL
cluster: 9
(-9.26, -12.56, 1.72, 25970780.63, 0.76, 147961.21)
JPM BCS GE F C ABX TFONY GS LYG BK LOW CSCO MS AIG AMX PBR HBANP BAC HPQ
Nyse cluster analysis + download off full data
using
10 bil market cap
50 day performance in %
200 day performance in %
intraday performance in %
and EPS current Year
data sheet:
algoservice.com/data/exportSummaryNyse.data
picture:
algoservice.com/data/todayNyse10bil.png
how to group a field of stocks
200 day mvg avg
intraday pct gain
cur. Year earnings