Donnerstag, 18. August 2011
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
:)
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
:)
Mittwoch, 17. August 2011
Cluster Analysis 2011-08-18 ca 6 hours before open

Suggestions:
$LPHI,$GOLD,$RGR,$CSR,$BRFS,$NIF,$KCG,$ADLR,$MKTX,$IOC,
$LPHI,$GOLD,$RGR,$CSR,$BRFS,$NIF,$KCG,$ADLR,$MKTX,$IOC,
k-means cluster
RESULTS
Forecasts two analysis techniques
lates cluster analysis >>>{$clustern} symbols
lates technical analysis >>>{$techn} symbols
powerd by:
www.algoservice.com\t(equity analysis)
PROJECT-PAGE & FEED

Forecasts two analysis techniques
lates cluster analysis >>>{$clustern} symbols
lates technical analysis >>>{$techn} symbols
powerd by:
www.algoservice.com\t(equity analysis)
PROJECT-PAGE & FEED

KCG
KCG
Forecasts two analysis techniques
lates cluster analysis >>>10 symbols
lates technical analysis >>>28 symbols
symbol: KCG
cid: 3
cnumber: 1
cscore: 28
lastupdate: 2011-08-18 00:00:00
avg(cscore): 28.0000
count(t.symbol): 6
pct: 0.2170000
powerd by:
www.algoservice.com (equity analysis)
using (k-means+fittnes+rsi+bb+macd+psar+ema+sma over 5 time-zones)
ADLR
ADLR
Forecasts two analysis techniques
lates cluster analysis >>>10 symbols
lates technical analysis >>>28 symbols
symbol: ADLR
cid: 3
cnumber: 1
cscore: 28
lastupdate: 2011-08-18 00:00:00
avg(cscore): 28.0000
count(t.symbol): 8
pct: 0.6300000
powerd by:
www.algoservice.com (equity analysis)
using (k-means+fittnes+rsi+bb+macd+psar+ema+sma over 5 time-zones)
MKTX
MKTX
Forecasts two analysis techniques
lates cluster analysis >>>10 symbols
lates technical analysis >>>28 symbols
symbol: MKTX
cid: 3
cnumber: 1
cscore: 28
lastupdate: 2011-08-18 00:00:00
avg(cscore): 28.0000
count(t.symbol): 12
pct: 0.3779167
powerd by:
www.algoservice.com (equity analysis)
using (k-means+fittnes+rsi+bb+macd+psar+ema+sma over 5 time-zones)
Abonnieren
Posts (Atom)