Tag Archives: cluster analysis

Clustering and sector strength

An exploration of the usefulness of sectors. Previously This subject was discussed in “S&P 500 sector strengths”. Idea Stocks are put into groups based on the sector that the company is considered to be in.  Cluster analysis is a statistical technique that finds groups.  If sectors really move together, then clustering should recover sectors.  Will … Continue reading

Posted in Quant finance, R language | Tagged , | 4 Comments