CORRELATIONS

How does cluster analysis work with equity

My daily forecast has 3 components

1) the simplest part is the technical -analysis running over daily quotes ohlc
time-series 150 day, indicators trigger automatic every day
using:(pasr,bolinger,ema,sma,rsi,macd,st)

2) part two is statistical sampler for (today,2day,5day,10day,30day,all-time)


3) k-means cluster algorithm which test all symbols as the technical analysis,
to split all companies into 10 cluster and after selecting only those symbols
within the top cluster.
k-means uses a matrix to create clusters
like this [50dayCHG%, 200dayCHG%, %todayCHG%, DIV, M.CAP]
for each symbol




so to make them appear in the list
they have be in top cluster + technical signal
and the statistics must show earlier trades making money
for that combination
:)

cluster video

SNEAK PREVIEW "search engine for technical analysis output"

powerd by:

http://algoservice.com/chrome.php

want do it yourself ? go to

http://algoservice.com/chrome.php

the algoservice breakout finder is a data mining engine for stocks using
technical - analysis and cluster analysis combining these two styles with a dummy portfolio
breakouts get reported in 3 time ranges and 13 technical-analysis categories not counting that the user also can combine this whit the powerful K-means cluster software algoservice.com has in
the product line the engine has a scope over 7000 stocks and an output of more then 500 breakouts per day positive & negative.
the 13 technical-analysis categories are back-tested.
On top can every user manage a paper account automating transactions accustom to his individual
style to back test the suggestion's personally