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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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  • NASDAQ NYSE Geeks only


     description=MANY SYMBOLS
    skipp negative 200 / 50 day change
    skipp negative day change
     description=MANY SYMBOLS
    skipp negative 200 / 50 day change
    skipp negative day change

    NYSE+NASDAQ marketcap>=1000.0 mio USD OPTION=+ONLYFuzzy C-means clustering
    CPU time=1349 ms
    Data had dimension: 4  with number of rows: 741
    Number of final clusters=10
    Compactness=15.873815241956075

    Cluster-center and  Cluster symbols:


    TRANSITION DATA ID[-1] / MEMBERSHIP BASED
    cluster:  -1  GEF ARW FO ROST EXEL CI SXCI IEP AMGN EROC CAKE BCH WR NWSA THS OXY TGI TFX DST TRW MRO PGN FLIR ALTR NIHD NFX DDR BIIB GWR CGV EMN ENB SEM SPN CPA CGNX CLP SRE PRA SLM GRT NUS

    cluster:   0  (2.16, 7.89, 1.51, 9.88) CB BG LZ MA ACE BEN FMX BLK TRV ALK KYO ESGR RGA GWW AAPL CEO PTR
    cluster:   1  (16.96, 45.70, 0.74, 0.90) DF REGN GMCR ICO SODA BKS DTG GLNG QCOR DPZ HLF MPEL IPGP ALKS SIRI DDS ELN WTW TZOO CBST VSEA SREV
    cluster:   2  (1.88, 6.60, 0.38, 2.22) ED FELE ARG EW EE D K T ADTN ATR GGP EXBD AMTD IHS ATW GIM AVT SBNY AVA GIS AWI AWF TWX SPIL CR JWN CL AYI IEX AZN NE OI EGP PG CMCSA HI CAG UBS GAS IAG CCE SBUX BRKR MAA TMK FRT UL ULTI BDX MLI MORN MKC HXL DGX ADI TE TFM KIM AGL AFG UTIW AIV AIT VTR DTE CHRW KMB BMY DISCK FISV BNS MRK DOV DOX VPHM APD APC ORB HPT BRO PGR SYT JPS SYK SXT HIW JNJ MANT MCRS ALTE SUR HME STN CYT RLI MATW INTC HAE TEG VCO NBL ESRX FDP PEG DCM PEP DCT UMBF REG HCN HCC ENR GXP SAI WXS SHW UIL ADBE SKT LHO CBSH NJR CIB ISBC LLY CNX PNY GPC PNW CNS CNL SPW RVT NWS WPZ SYMC GILD LNT CLR CLX CLI PPL AMZN ITW WRI GLF SSS CNA PRU UTX ITC MGLN WLL CELG SIAL SNH MEOH SOA EQY
    cluster:   3  (8.68, 22.58, 1.69, 11.96) ASH UFS HUM VECO TNH APL HLS NEU SIX LCAPA LCAPB
    cluster:   4  (6.95, 21.38, 0.53, 1.24) BTM ERIC POOL GGG ROSE FWRD FCFS GIB ARBA CY FINL EVEP CE VRTX ICON NZT HK MCO NTGR HIBB BCPC HANS LEAP TUP CHSI FLO CHTR HOC CVI ACOM SAPE JOSB HLX SVVS PLXS LUFK RES TSCO HEI SGY PSMT SBH FTNT WTI TLVT PNM VOLC CRS SLG IACI CSH OTEX VMED IRM GRA INFA ACTG WNR
    cluster:   5  (4.18, 15.78, 0.48, 1.81) FE EL ATML BXP OKE SLGN GIL AVB CACC OC OCN EZPW HSNI DLTR RAI BCR TMO ACO MMS ABB GTLS AGN ST BHI MWV VIA-B TRP TRN BMC KSU KRO ROC CVH PIR TLEO HMA EQIX SWI RNOW NUAN TECH HAL IDTI TLCR TCO TDC DEI DEP AZPN NDN ASNA OVTI ASMI RDK SJM CRZO CYOU SHPGY SBS CEG UNH CNP CNK PSSI ENTG EXR WPI COO WPC SFUN PPS CPRT CNC LSI RRD MWIV CSL LTD WLP SMTC VCLK ESS GRS NRG CPT EQT GPK MLNX EQR
    cluster:   6  (9.90, 29.63, 0.70, 1.57) SPWRA SPWRB AFSI EP SFLY S FEIC GT AG MW AMMD ERTS HS BAK KAR ULTA KEG FTO ABVT MDCO AGP BPI GPRO PII FOSL APAGF SOLR BJRI PDS NFLX YZC QLIK TRNX CHU COG WMG
    cluster:   7  (2.13, 2.46, 0.29, 1.68) OFC GEL GD INT LPLA SNPS ROVI AT AVP TTEK TXN AL BP AVY WGL IDA JACK UGI SNCR MFA MFC WEN WEC MCY AMLN RCII VRSK IGT CAJ GAB CCO MON AAR FTE APOL VLY KFY ACG ACM FTR WM FUL AES AEE TIN CFFN DHI TM TR AGO SO DIN BLKB CSTR TQNT LOGM TEVA KMP ATVI KMR MTX BMS CASY OMG HOT MSI DNP ADVS DNR HITT FNFG ALV HNP DRH BUCY NWBI FAF CVC RPM PKG STD STE ORLY CYS PLT DAN NFG HAR LEN-B SEIC TEL XEL NIO HBANP HEP LLTC GEF-B FCY LEA LEN JCI ENI ENL PWE EOC SJR ELS SAN GVA EME MSCI NVLS BOKF UNF UNS TXRH NLY CIT EIX SPP EXC POT RWT CPB ETW CMS CMO USM WMT SLB NSR SLT UMPQ PEGA CTL RTN PCBC NUV EPR RUK ERF IPG SON NTT
    cluster:   8  (2.84, 11.21, 0.43, 2.09) GDI BRY B R ASR JDSU BA AN BT OIS TWC AXP NI MDU EGN ENDP PRAA MEE WCN EAT KBR MCK LBTYB LBTYA BAX LH AAV KFT TU DLR KEX ACC ACN ABC BEE ADP CCMP CHKP VNO MHP MHK COST HRL BLL FNF DTV OMI MOLX FCE-A FCE-B MSA AMB BPO KRC QCOM DPL MPW DRC DRE LPNT BRE PFX PFE PHK HUGH DELL SUG PLD ACIW SIVB NGG NHP BIO-B CTAS DEO NCR FDO FDS ODFL LEG CHD LINTB LINTA USTR CLH WWW UNP CHT JW-A JW-B CNW SPG PNR CNO JDAS COV POR IFSIA WST IVC WSH RYN CNI GAME PSA SLE GSM WMB RRR NSC CSX MOLXA LRY PSO RAVN WOR CRK
    cluster:   9  (7.02, 9.49, 0.42, 1.25) ARB ARE GES LKQX ASX LYV VSAT BRCD OB PVTB EXPE ECL MAC BBG FRX BCA BCE KEP BDN MMR TGA KOF KNM BMR DISCB TSM TSLA AMT HNZ TOL SYY HIT PHM JBL VGR BMRN ONNN SYKE SQM POL GMLP NVS WRE ESL SLH NVDA







    www.flickr.com/photos/63501868@N08/5782315739/in/photostream
    May 31 3:01 PM | Link | Comment!
  • NYSE CLUSTER WINNERS BTM,EP,ASH,S,PII,GT,AG,MW,IEP,HS,MCO,BAK,PDS,KAR,KEG,SIX,FTO,YZC,ABVT,WTI,SEM,CHU,AGP,COG,VRX,HUM,FLO,CRS,WMG,SLG,CSH,BPI,GRA,NUS,DF,HLF,DDS,ICO,ELN,WTW,BKS,DTG,DPZ
    Nyse top cluster:DF HLF DDS ICO ELN WTW BKS DTG DPZ


    ######################################################

    All info

     description=ftp://ftp.nasdaqtrader.com/symboldirectory/nasdaqlisted.txt
    skipp negative 200 / 50 day change
    skipp negative day change
     description=MOST OF NYSE
    skipp negative 200 / 50 day change
    skipp negative day change

    NYSE marketcap>=1000.0 mio USD OPTION=+ONLYK-means clustering using exchange method
    CPU time=101 ms
    Data had dimension: 3  with number of rows: 505
    Number of final clusters=10
    Compactness=15.998124535927822



    two top cluster

    NR1cluster:   9  (19.43, 43.64, 0.58) DF HLF DDS ICO ELN WTW BKS DTG DPZ

    NR2cluster:   8  (9.46, 27.27, 1.02) BTM EP ASH S PII GT AG MW IEP HS MCO BAK PDS KAR KEG SIX FTO YZC ABVT WTI SEM CHU AGP COG VRX HUM FLO CRS WMG SLG CSH BPI GRA NUS



    VISUAL:

    10 CLuster NYSE

    Tags: OIBR, KMI, ASH, S, PII, GT, AG, MW, IEP, HS-OLD, MCO, BAK, PDS, KAR, KEG, SIX, FTO, YZC, ABVT, WTI, SEM, CHU, WLP, COG, VRX, HUM, FLO, CRS, WMG, SLG, CSH, BPI, GRA, NUS, DF, HLF, DDS, ICO, ELN, WTW, BKS, DTG, DPZ, NYSE
    May 31 2:02 PM | Link | Comment!
  • Nasdaq 10 Cluster 1 bil. market cap
    10recomend

    IPGP GLNG REGN GMCR

    complet analysis



     description=ftp://ftp.nasdaqtrader.com/symboldirectory/nasdaqlisted.txt
    skipp negative 200 / 50 day change
    skipp negative day change
     description=ftp://ftp.nasdaqtrader.com/symboldirectory/nasdaqlisted.txt
    skipp negative 200 / 50 day change
    skipp negative day change

    NASDAQ  marketcap>=1000.0 mio USD OPTION=+ONLYK-means clustering using exchange method
    CPU time=210 ms
    Data had dimension: 3  with number of rows: 207
    Number of final clusters=10
    Compactness=3.437758496466221

    Cluster-center and  Cluster symbols:
    cluster:   0  (2.13, 1.69, 0.49) APOL AAPL SNPS TTEK NVLS BOKF TXRH ORLY CSTR JACK LOGM TQNT TEVA SEIC ATVI VRSK CASY ADVS HBANP HITT FNFG LLTC
    cluster:   1  (1.60, 6.25, 0.40) NWBI FELE ULTI ADBE MANT MCRS ALTE LPLA AMTD CBSH SBNY ISBC SPIL BLKB UTIW INTC THRX NWS SYMC GILD AMZN FISV WTNY ESRX CELG PEGA SIAL SBUX UMBF MEOH
    cluster:   2  (6.85, 5.21, 0.25) CAKE NIHD AMRS ROVI CFFN BMRN TGA GMLP AMLN MGLN NVDA UMPQ
    cluster:   3  (2.98, 11.35, 0.35) HSNI LINTB LINTA FLIR WRLD ATML USTR NBXH LKQX MORN NWSA HUGH TLEO DELL JDSU BECN ADP CCMP CHKP ESGR ONNN ACIW SYKE SIVB COST JDAS XLNX IFSIA DTV ENDP DISCB PRAA CTAS GAME MOLX SIRO MOLXA RAVN XRAY ODFL LBTYB QCOM AMGN LPNT
    cluster:   4  (6.60, 15.12, 0.51) DLTR CRZO SHPGY SAPE ZBRA FWRD EQIX NUAN BRCD ENTG IDTI CGNX ICON TLCR BMC CPRT PVTB TSLA RRD IACI VMED EZPW VCLK AZPN EXPE ASNA OVTI ASMI MLNX
    cluster:   5  (3.15, 20.54, 0.46) ERIC ALTR POOL BCPC CYOU JOSB SVVS GTLS BWLD ARBA PLXS RNOW LUFK SXCI CACC PSSI LEAP TSCO CHSI CHTR MWIV OTEX BIIB ACTG EROC
    cluster:   6  (11.34, 22.42, 0.86) AFSI PSMT ACOM ROSE NFLX QLIK FTNT FCFS HANS MDCO TLVT CY FINL VOLC VECO NTGR SOLR HIBB INFA
    cluster:   7  (7.92, 32.61, 0.98) SPWRA SPWRB ULTA SFLY FEIC TZOO AMMD ERTS LCAPA LCAPB APAGF BJRI GPRO
    cluster:   8  (17.65, 39.09, 0.34) ZOLL TRNX MPEL SODA ALKS VSEA SREV SIRI QCOR
    cluster:   9  (14.58, 60.39, 0.95) IPGP GLNG REGN GMCR





    May 31 1:51 PM | Link | Comment!
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