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?”). […]

Apache Spark and stock price causality

The Challenge I wanted to compute Granger causality (described below) for each pair of stocks listed in the New York Stock Exchange. Moreover, I wanted to analyze between one and thirty lags for each pair’s comparison. Needless to say, this requires massive computing power. I used Amazon EC2 as the computing platform, but needed a […]

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 […]