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principal component analysis
Started:February 13th, 2015 (09:35 PM) by alecase Views / Replies:606 / 3
Last Reply:April 11th, 2015 (08:50 AM) Attachments:1

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principal component analysis

Old February 13th, 2015, 09:35 PM   #1 (permalink)
Trading Apprentice
ottawa canada
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principal component analysis

good morning everyone

I'm doing a principal components analysis of the US market, canadian and Italian. financial services sectors, oil and gas and technology.

I would like to know if you can kindly suggest me what can be the market movers of these areas (also in general) or sites / materials where I can find the information.

thank you very much for your cooperation.

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Old February 13th, 2015, 09:35 PM   #2 (permalink)
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Old February 27th, 2015, 12:38 AM   #3 (permalink)
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I would suggest looking at the sector ETFs and looking at the highest weighted holdings is probably a good start.

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Old April 11th, 2015, 08:50 AM   #4 (permalink)
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PCA for Stocks


I have done similar sought of analysis for indian stock market, Can you please review this attachment and let me know if my understanding of PCA is correct ?

If you have any link where it's explained in more simpler way for stocks can you please share with me.

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principal component analysis-project_pca.pdf  
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