DIY Twitter analytics (part 2: correlations)

I’ve been working with the Twitter API to develop my own Twitter analytics tool chain, and have been documenting the results on this blog. My last post on the subject described clustering my followers by their hashtag use to see whose tweets are most like mine. My goal of this project is to figure out best […]

clustering stocks by price correlation (part 2)

In my last post, “clustering stocks by price correlation (part 1)“, I performed hierarchical clustering of NYSE stocks by correlation in weekly closing price. I expected the stocks to cluster by industry, and found that they did not. I proposed several explanations for this observation, including that perhaps I chose a poor distance metric for […]

clustering stocks by price correlation (part 1)

I’ve been building my knowledge of clustering techniques to apply to genetic circuit engineering, and decided to try the same tools for stock price analysis. In this post I describe building a hierarchical cluster of stocks by pairwise correlation in weekly price, to see how well the stocks cluster by industry, and compare the derived […]