Donnerstag, 14. Juli 2011

top 3 clusters (triple matrix) market cap>250.000.000 USD


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

NASDAQ ALL /2011-05-25 marketcap>=250.0 mio USD OPTION=+ONLYK-means clustering using exchange method

matrix:6
Group condition

Symbol=s
Symbol=m8
PctChgFrom50-dayMovingAvg=m6
PctChgFrom200-dayMovingAvg=p2

CPU time=185 ms
Data had dimension: 3 with number of rows: 308
Number of final clusters=10
Compactness=7.4580537131864855

Cluster-center and Cluster symbols:
cluster:   7  (4.55, 22.74, 1.65) 
ACRX GSLA ARGN NAUH SMOD QLIK ECGI AETI ELGX ECHO APSA RGDX
SGEN HOTT CFSG LAVA GNMK DOVR REIS FUNC MEAD TORM VSEA SIRI

cluster:   8  (13.63, 35.65, 2.27) 
SPWRA KONA RPTP RITT MSTR WOLF CRTX NEPT VELT AATI BBXT LONG CCIX SIFY SCLN 
VRUS SERV SAAS VIFL ATEA GLNG INSM IBCA CLUB DYNT SOLR MAKO RIGL DSCI JAZZ CRMT

cluster:   9  (29.86, 47.29, 3.78) 
HCCI REDF RADS ALAN IMGN PHMD GLUU OCZ GENE MPEL ICGN
APAC SODA TNAV GSVC BFSB ZAGG AGYS ADLR CLSN BPAX INFI