Dienstag, 26. Juli 2011
Sonntag, 24. Juli 2011
Performance detection grid for stocks
powerd by:
http://algoservice.com
want do it yourself ? go to http://algoservice.com/
One of the Last filters before order emission
this model is used long after the initial clustering (k-means), which
can be seen here
VIDEO:SFqdIPYbaXc
also in the video is how the cluster
becomes a watchlist!!! anyway from here on we only have to deal with watchlists
where the grid commes in
which i submitted into my algoservice.com
Freitag, 22. Juli 2011
Portfolio management Cluster analysis / managing results k means algorithm
proprietary performance grouping of equity
demo account web-area for
[Free Member Preview / still lots of bugs]
1) after importing the winning cluster
2) the analysis bonanza continues
3) from here on we have to drill our exports from 1) against tick data
we have multiple exports to compare
+2% accross 18 Stocks
*************************** 1. row *************************** ticker: PRKR pct: 39.175 share_price: 0.97 current_val: 1.35 *************************** 2. row *************************** ticker: SINO pct: 15.981 share_price: 6.32 current_val: 7.33 *************************** 3. row *************************** ticker: GRO pct: 5.966 share_price: 1.17 current_val: 1.2398 *************************** 4. row *************************** ticker: SWKS pct: 2.761 share_price: 25.72 current_val: 26.43 *************************** 5. row *************************** ticker: CPHD pct: 1.976 share_price: 37.705 current_val: 38.45 *************************** 6. row *************************** ticker: BCAR pct: 0.000 share_price: 1.2 current_val: 1.2 *************************** 7. row *************************** ticker: AATI pct: -0.082 share_price: 6.09 current_val: 6.085 *************************** 8. row *************************** ticker: SFN pct: -0.144 share_price: 13.93 current_val: 13.91 *************************** 9. row *************************** ticker: ACU pct: -0.297 share_price: 10.11 current_val: 10.08 *************************** 10. row *************************** ticker: APD pct: -0.459 share_price: 93.71 current_val: 93.28 *************************** 11. row *************************** ticker: GE pct: -0.664 share_price: 19.195 current_val: 19.0675 *************************** 12. row *************************** ticker: TSTF pct: -0.678 share_price: 2.95 current_val: 2.93 *************************** 13. row *************************** ticker: BAC pct: -1.369 share_price: 10.23 current_val: 10.09 *************************** 14. row *************************** ticker: TRMS pct: -1.521 share_price: 2.63 current_val: 2.59 *************************** 15. row *************************** ticker: ATX pct: -1.923 share_price: 16.12 current_val: 15.81 *************************** 16. row *************************** ticker: SEED pct: -3.232 share_price: 4.95 current_val: 4.79 *************************** 17. row *************************** ticker: PGI pct: -3.474 share_price: 9.5 current_val: 9.17 *************************** 18. row *************************** ticker: HEAT pct: -6.771 share_price: 1.92 current_val: 1.79
all watschlist's NICE $HEAT $SEED $ATX $PGI $TRMS $BAC $APD $AATI $SFN $GE $BCAR $ACU $SWKS $CPHD $TSTF $GRO $SINO $PRKR
NICE $HEAT $SEED $ATX $PGI $TRMS $BAC $APD $AATI $SFN $GE $BCAR $ACU $SWKS $CPHD $TSTF $GRO $SINO $PRKR
NICE $HEAT $SEED $ATX $PGI $TRMS $BAC $APD $AATI $SFN $GE $BCAR $ACU $SWKS $CPHD $TSTF $GRO $SINO $PRKR
powerd by:
http://algoservice.com
want do it yourself ? go to http://algoservice.com/
+--------+------------+-------------+-------------+ | HEAT | -9.8960000 | 1.92 | 1.73 | | SEED | -5.6360000 | 4.95 | 4.671 | | ATX | -3.5360000 | 16.12 | 15.55 | | PGI | -2.7370000 | 9.5 | 9.24 | | TRMS | -1.5210000 | 2.63 | 2.59 | | BAC | -1.1530000 | 10.23 | 10.112 | | AATI | -0.1640000 | 6.09 | 6.08 | | SFN | -0.0720000 | 13.93 | 13.92 | | BCAR | 0.0000000 | 1.2 | 1.2 | | GE | 0.0230000 | 19.195 | 19.1995 | | APD | 0.0530000 | 93.71 | 93.76 | | CPHD | 0.9680000 | 37.705 | 38.07 | | ACU | 0.9890000 | 10.11 | 10.21 | | SWKS | 1.0500000 | 25.72 | 25.99 | | TSTF | 5.4240000 | 2.95 | 3.11 | | GRO | 6.8380000 | 1.17 | 1.25 | | SINO | 14.2250000 | 6.32 | 7.219 | | PRKR | 42.2680000 | 0.97 | 1.38 | +--------+------------+-------------+-------------+
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