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Algoservice Finance Blog: CLOSING A GOOD DAY (algoservice.com) :): "$PRLS $BTH $ICGN $TAOM #PRLS #BTH #ICGN #TAOM powerd by: http://algoservice.com want do it yourself ? go to http://algoservice.com/ U..."

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Strategies can be divided into those

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Strategies can be divided into those in which
in which investments can be selected by managers, known as

“discretionary/qualitative”

in which investments are selected
using a computerized system, known as

“systematic/quantitative”

Technical analysis was yesterday read how (cluster analysis, genetic algorithms and fuzzy logic shapes the industry)

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Clustering Main article: Cluster analysis
Cluster analysis or clustering is the assignment of a set of observations into subsets (called clusters) so that observations in the same cluster are similar in some sense. Clustering is a method of unsupervised learning, and a common technique for statistical data analysis.

• 
  
  http://en.wikipedia.org/wiki/Matrix_(mathematics)
  
• 
  http://en.wikipedia.org/wiki/Fitness_landscape
• 
  
  http://en.wikipedia.org/wiki/Cluster_analysis

(triple matrix m.cap balanced intersection of (global BMI vs NASDAQ+NYSE)

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(triple matrix)

description=GLOBAL BMI 7000 SYMBOLS
skipp negative 200 / 50 day change

GLOBAL BMI SP marketcap>=750.0 mio USD OPTION=+ONLYK-means clustering using exchange method

matrix:6
Group condition

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

Data had dimension: 3  with number of rows: 1074
Number of final clusters=8
Compactness=11.278020557598602

Cluster-center :(BMI)=(28.86, 45.78, 6.25)
ARJ WAC APAC HK BAS ARIA IDIX AEA VICL SUG MPEL BLUD MILL

NYSE+NASDAQ 
skipp negative 200 / 50 day change  
marketcap>=750.0 mio USD 
K-means clustering using exchange method

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


Data had dimension: 3  with number of rows: 1364
Number of final clusters=8
Compactness=10.678350805431931

Cluster-center :(NASDAQ&NYSE) = (38.48, 48.35, 6.32) 
JVA APAC ADLR HK BAS REDF KONA PHMD TSTF AEA OBCI ALAN HNSN GENE ICGN BFSB

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