picking stocks by graph database (part one)

Historical stock price data comes readily available at daily resolution. So we calculated the Granger causality for each pair of stocks we hold data for, at one and two day lags (testing the question “does daily percent change in volume for stock X Granger cause daily percent change in adjusted close price for stock Y?”). […]

spinach superpowers and Granger causality

While traversing the darker residuals of the blogosphere, Data Scientist happens upon a blogger in distress. Our hero quickly swallows a can of Red Bull-infused spinach and springs to action: The Popeye Challenge Dr. Mike Sutton of Dysology.org requested assistance demonstrating (or debunking) the proposed causal link between high spinach production and the popularity of Popeye […]